By using any skill, you train it. E.g. hacking at monsters with your sword excercises the 'sword'-skill, casting sorcery spells exercises the 'sorcery'-skill. The skill training column shows the progress of your training towards the next skill point. If it reaches 100%, you gain a skill point and the training counter starts at 0 again. Your second skill point is easily gained, the third requires a bit more work, the fourth even more, etc.