What is the difference between ambient and skylight lighting? Please give me a detailed description of the differences.
Ambient lighting is just a constant term modulated by surface color.
Sky light can mean many different things, it might depend a bit on engine/library/app:
Usually it is just the latter, or a combination of the two.
Ambient light is an abstract concept. Typical computer light simulations divide light into 4 categories: specular (light from a specific source reflecting directly off an object), diffuse (light from a specific source reflecting indirectly off the object), emissive (light being created by the object itself), and ambient (light from all other sources being reflected off the object). You blend these 4 (although emissive is rarely used) to simulate the effects of the various lights in the scene. A material or part of a material will have different reflectivity values for these 4 light types to determine how it appears - eg. a shiny surface will favour the specular, whereas a rough or fuzzy surface will favour the diffuse.
As such, you might use the ambient lighting to simulate some light from the sky, but you will probably simulate more of that light by a directional light that is seen as specular and diffuse reflections. The ambient light helps to simulate the daylight that hits the object from random angles due to bouncing off other objects. However there are a variety of different ways to achieve this, all more realistic than simply setting a simple ambient light level.