In fact, in a lot of us, the two have nothing to do with each other. You can have great social skills and still have crippling social anxiety. If you don’t have great social skills, you really have to get past the anxiety first so you can practice them.
Watch the video below (three in the series, actually, so click onto the next one after you’re finished with the one below). This guy does a good job of explaining the differences between a lack of social skills and social anxiety, and why it’s important to know.