The Skype Feed source comes as a pre-installed plugged-in on XSplit Broadcaster but you would need to have a Premium Bundle or Broadcaster Premium license subscription to use it.
You can do the same process if you are adding more participants from your Skype conference.
If you encounter any issues where the Skype feed does not detect the video call, check if the NDI feature is enabled on your Skype Settings > Call > Advanced, or contact Support here by clicking on the Chat icon to the lower-right corner of the page.