After your level reaches 3, a quest named "A New Skill" will be automatically assigned to you. This quest will show you the way to the nearest Training NPC.
When the mission is completed, you need to Right-click on the NPC and select Buy Skill Manual. Those skill manuals which may be used by you are listed on the top of the list and those can not be used by you are marked in red. More information can be got if you hover over the Skill Books for a short time. You could select any skills that can be used by you and then stop the dialogue with the Training NPCs. To activate the skills you have purchased you need to open your Inventory I and then a skill manual can be seen. Just choose the skill manual you need.
Now return to your Skill Window and you can see the new skill is already in stock under the Active tab. You can now use it anytime you want.