The version of the tutorial that you are looking at was written before Skyline had its own implementation of Group Comparisons.

You can now do group comparisons entirely in Skyline without using MSstats. This implementation is sufficient for many scenarios but it does not support complicated things such as multiple measurements over time with the same subjects.
https://skyline.ms/wiki/home/software/Skyline/page.view?name=tutorial_grouped

If you do need the more advanced features of MSstats, then the current recommended way is to use something called "MSstatsShiny".
One way to use MSstatsShiny with Skyline is to install the MSstatsShiny external tool.
When you install the MSstatsShiny external tool, a new report gets added "MSstatsShiny".
You can use the "File > Export > Report" menu item to export your data.
I recommend choosing "Invariant" as the language like in the attached screenshot.

After you have exported the report you then need to feed that data to MSstatsShiny.
If it is a small dataset you can do that on the website:
https://msstatsshiny.com/app/MSstatsShiny

I do not know where to find good documentation on using MSstatsShiny with Skyline.
-- Nick