If you're running a Mac, use this link to download the Skype installer:
Run the installer when the download is complete.
If you're using an Apple mobile device, download the Skype app from the app store.
What type of device are you using? Mac? iPhone? iPad? Etc?
Click on Finder > Downloads. The installer should be there. Double click to run it.
At least that's the way it works on our MacBook Pro running OS X 10.7.3.