A skill is some talent that a person has - carpentry is a skill, as is target shooting. Some skills, like baking, are more useful than others.
A strategy is a plan used to achieve a particular purpose. A person may have a skill, but no strategy.
Example: A woman is a very good baker. She decides to open a shop in a street without much access to people walking by. This cuts down on sales. In this case, we can say that she had a good skill, but a bad strategy for her business.
There are very many soldiers throughout history that were good in individual combat, but were bad at coming up with good strategies for a whole army to do battle.