This is actually the error:

Performing SQL script in server

ERROR: Error 1064: You have an error in your SQL syntax; check the manual that corresponds to your MySQL server version for the right syntax to use near ')

    REFERENCES `mydb`.`Skill` ()
    ON DELETE NO ACTION
    ON UPDATE NO ACTI' at line 5

CREATE  TABLE IF NOT EXISTS `mydb`.`employeeSkill` (
  `idEmployee` INT NOT NULL ,
  PRIMARY KEY (`idEmployee`) ,
  CONSTRAINT `idSkill`
    FOREIGN KEY ()
    REFERENCES `mydb`.`Skill` ()
    ON DELETE NO ACTION
    ON UPDATE NO ACTION)
ENGINE = InnoDB

SQL script execution finished: statements: 18 succeeded, 1 failed

You've confused the syntax for determining column constraints with determining table constraints. Within the parens following the table title, you ought to have a comma-separated listing of column definitions, that are from the form "column_title column_type column_constraints" in which the only needed element may be the column title. Following the first comma, though, you've PRIMARY KEY (idEmployee), which isn't a column definition. (Rather, it's syntax right for an ALTER TABLE command.) Look into the syntax from the CREATE TABLE command here.