A skylight filter or in some cases a UV filter is a general filter that cuts out some of the higher spectrum rays when shooting in outdoors. Typically, balancing outdoor with a bit of color warmth.
In most cases, most people will utilise one of these to protect their front elements of their lens. It's much cheaper and less heart break to replace a scratched filter as opposed to replacing a whole new lens.
The C Pl on the other hand and I am assuming that you are refering to the circular polariser is a more specific filter that you can use to :
1) Increase color saturations in your shots
2) Eliminate light reflections from Glass and Water surfaces
3) Use it to increase exposure time with slower speed films by reducing two stops in exposure (eg to smoothen the motion of flowing water in a river)