First of all that is important to understand the problem is to know what is Call Type (CT) and Skill Group (SG):
In general relation between CallType and SkillGroup can be defined as N to N, but this is not a direct relation as those objects are connected via a script and a script schedule. If you look at the configuration path in UCCE it looks like this:
Dialed Number > Call Type > Script > Script Schedule > Skill Group
This means that a routing script can have multiple skills assigned to it - how many skills will be used it depends on your business needs. Then you have the ability to schedule multiple scripts to a single CT.
If you would like to complicate the problem, then you need to consider 2 types of CT's that are available in the system:
This means that CT's can have internal N to N relation between themselves.
You will probably want to review something like the Reporting Concepts document to have an understanding of how it all fits together. Here's the link for it from a recent version.
Marek and Bill handled this very well. Only thing I would add from a simplistic explanation is call types can help you know who called (for what) and skill groups let you know who took care of it. The CUIC CTSG reports help break that down.
If you don't use Dynamic Call Type's that you can use this query:
SELECT CALL_TYPE_SCRIPT_REFERENCE.EnterpriseName AS [CT Name], CALL_TYPE_SCRIPT_REFERENCE.CallTypeID AS [CT ID], SKILL_SCRIPT_REFERENCE.EnterpriseName AS [SG Name], SKILL_SCRIPT_REFERENCE.SkillTargetID AS [SG ID] FROM (SELECT MS.MasterScriptID, S.ScriptID, SG.EnterpriseName, SCR.ForeignKey AS [SkillTargetID] FROM (SELECT MasterScriptID, CurrentVersion FROM [t_Master_Script]) AS MS LEFT JOIN (SELECT ScriptID, MasterScriptID, [Version] FROM [t_Script]) AS S ON S.MasterScriptID = MS.MasterScriptID AND S.Version = MS.CurrentVersion LEFT JOIN (SELECT [ScriptID], [ForeignKey] FROM [pekao_awdb].[dbo].[t_Script_Cross_Reference] WHERE TargetType = '2') AS SCR ON SCR.ScriptID = S.ScriptID LEFT JOIN (SELECT SkillTargetID, EnterpriseName FROM t_Skill_Group) AS SG ON SG.SkillTargetID = SCR.ForeignKey ) AS SKILL_SCRIPT_REFERENCE LEFT JOIN (SELECT CTM.MasterScriptID, CT.EnterpriseName, CT.CallTypeID FROM (SELECT CallTypeID, MasterScriptID FROM t_Call_Type_Map) AS CTM LEFT JOIN (SELECT CallTypeID, EnterpriseName FROM t_Call_Type) AS CT ON CT.CallTypeID = CTM.CallTypeID ) AS CALL_TYPE_SCRIPT_REFERENCE ON SKILL_SCRIPT_REFERENCE.MasterScriptID = CALL_TYPE_SCRIPT_REFERENCE.MasterScriptID WHERE CALL_TYPE_SCRIPT_REFERENCE.EnterpriseName IS NOT NULL AND SKILL_SCRIPT_REFERENCE.EnterpriseName IS NOT NULL