Yes, that's a bug in Windows installer. We plan to publish patch release 6.0.3 today or tomorrow, it will have skill files included.
In the meantime, you can try to place them into correct folder manually. All skill files can be downloaded from here: https://github.com/netxms/netxms/tree/master/src/server/aitools/skills
In the meantime, you can try to place them into correct folder manually. All skill files can be downloaded from here: https://github.com/netxms/netxms/tree/master/src/server/aitools/skills