I have installed and I can't figure out how to get to the next step. I can get to the Welcome.... page-where it gives you your account information. Where do I click to actually do a video.
It sounds like you're signed in to your account in a browser, rather than the actual Skype program. See this link for the difference:
Download then run the full installer for the latest version from this link:
After you've run the installer, signin with your Skype name and password.
See these FAQ's for more getting started tips:
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