The Skills parameter for an ACD workgroup is stored in the Registry on the IC server under HKEY_LOCAL_MACHINE\SOFTWARE\Wow6432Node\Interactive Intelligence\EIC\Directory Services\Root\[SiteName]\Production\Workgroups\Support
It is not stored in the database, so as suggested by others you will either need to write some kind of script to pull the information from the Registry, or use IceLib to pull it out.