Yes. However, you may need to configure your proxy server for Skype to connect correctly.
You may be able to configure your proxy via the system environment property "HTTPS_PROXY", using the following format:
Please check with your network admin or ISP for the details of the proxy server.
After configuring the environment variable, please restart the Skype app for it to pick up the new proxy configuration. This is applicable for Windows desktop, Mac and Linux. This is not available on mobile or tablet.
If for some reason Skype cannot connect to your proxy server, please contact your network administrator to verify or manually configure your proxy settings.