Yes, the collision energy on the MS2 spectra have to be within 0.05 of the value that you get by plugging the precursor m/z and charge into the Collision Energy Equation and adding the step number times the step size.
You do not need to have the full complement of collision energy step values. Skyline will look at the collision energy values on the spectra and figure out which step numbers they correspond to.
Often it is not possible to acquire the full complement of collision energy step values because the starting collision energy value is too close to zero, and, therefore, some of the steps would have to have a negative collision energy value.
You can see the individual collision energy step chromatograms by choosing "View > Transitions > Single".
If you click on a point along one of those chromatograms Skyline will show you the spectrum that contributed to that point. You can look at the property sheet (wrench icon on the toolbar above the spectrum) for that spectrum and make sure that it is the correct spectrum and has the correct collision energy.
Skyline is not very good at giving you error messages when things go wrong with collision energy optimization, so, if you are having trouble getting this to work you can send us your Skyline document and some of your .raw files and we can figure out what is going on.
In Skyline you can use the menu item:
File > Share
to create a .zip file containing your Skyline document and supporting files including extracted chromatograms.
The Share Document dialog gives you the option of including the .raw files in the .zip file, or you could send them to us separately.
Files which are less than 50MB can be attached to these support requests. You can always upload larger files here:
https://skyline.ms/files.url
-- Nick