Layers load when you enter the panel. Click the panel once to start making changes.
Unlike After-Effects, Skew lets you Box Select layers. Simply click and drag from anywhere in the background to start a new box selection.
Box Select Example
Alternatively, you can click layers directly to select, and use your modifier keys (Ctrl / Cmd, shift) to adjust your selection.
In Skew, selected layers reside inside a bounding box.
You can drag sideways from the top / bottom side of the box to start skewing layers, as if you are about to turn the box into a parallelogram.
Skewing Example
While skewing (follow the instructions above), you can drag up / down to tell skew where to focus the action. Drag all the way to the center to form a triangular skew.
Triangular Skewing Example