skulls are activated via the lobby. before you start a campaign you have the choice of using several different skulls. im not on my XBOX right now, but im pretty sure you press X or something, and the screen with all skulls pop up. simply activate which ones you want.
although if this is your first halo game, i woudnt recommend doing this because they make the game significantly harder. if you play on firefight you may have noticed they automatically upgrade the ammount of skulls active, more after each round completed. and by round 3 or 4, you can see a huge difference in the difficulty.