Find a skeleton horse trap during a thunderstorm
Wait for the trap to activate when a player gets near
Defeat the skeleton horse riders that spawn
Kill the skeletons while leaving the skeleton horses alive
Tame the skeleton horse by riding it until hearts appear
Put a saddle on the skeleton horse to control it
Use a spawn egg or commands in Creative mode if needed
Use the summon command in Java Edition: /summon skeleton_horse
Use the summon command in Bedrock Edition: /summon skeleton_horse