SkyDrive is now OneDrive, and SkyDrive Pro is now OneDrive for Business. Read more about this change at From SkyDrive to OneDrive
Once you sync your OneDrive for Business library or other SharePoint libraries to your computer, you can work with files in these library folders just as you would with other files in your file system. For example, open or save files in these folders while working in Office applications. This video provides a summary of ways to work with documents in synced library folders.