Have you seen the Small Molecule Method Development and CE Optimization tutorial:
https://skyline.ms/wiki/home/software/Skyline/page.view?name=tutorial_small_method_ce

Near the end of that tutorial it talks about how to export a method for CE Optimization where the mass spec collects multiple chromatograms for each transition with different collision energies, and how to import those results into Skyline after you acquire the data so Skyline can see which collision energy works best for each Transition.
-- Nick