Well, dipping your coral is probably the best way to protect your expensive investments, which are the coral themselves. There are always going to be hitchhikers that live within the coral, and most of the time, on the frag plugs or rock rubble that the coral are attached to. Sometimes these hitchhikers could be good, and on many occasions, they can be bad. Things like zoanthid spiders, bristleworms, zoa eating nudibranches, monti eating nudibranches, all come in on frags/corals, and once they are introduced to your tank, they can begin to spread, destroying the rest of your coral.
Dipping your coral in these special solutions, kills most if not all of these pests, which ensures that when you introduce the coral in to your tank, it will stay happy and healthy and won't spread any harmful pests.
I personally use Coral Revive. It's a pretty incredible solution, and as soon as you dip the coral in there you can see TONS of tiny creatures just pouring out of the coral. Definitely coming from places within the coral you would never be able to see.
As for the protein skimmer... It is a device that removes excess nutrients and dissolved organic compounds from the water. They are pretty much the most important and common pieces of equipment on saltwater aquariums, but in some cases are not necessary. Such as when dealing with aquariums generally less then 30 gallons, as frequent water changes will remove excess nutrients from the water just as well.