Skylake (i.e. Skylake, Kaby Lake and so on up to Comet Lake) does not support any AVX-512 instructions.
Only Knights Landing, Knights Mill, Skylake Server, Cascade Lake, Cannon Lake and Ice Lake support AVX-512.
What is called "Skylake Server" in the Intel documents, includes products sold under various names, i.e. Xeon Scalable, Xeon W, Xeon D-2xxx and Skylake-X (HEDT).
I assume that you were thinking about Skylake X, but those processors are a very small fraction of a percent in comparison with all the processors using the Skylake microarchitecture, which were sold since 2015 until now, so one should never use "Skylake" to speak about "Skylake Server" a.k.a. "Skylake X", because this is very misleading.