You get the skill right away. Once used the book disappears so it can only be used for 1 character. To get more spells buy them from the market's potion seller (Air, Water), Ahru (Earth, Fire), or the lady in the inn's second floor (Witchcraft, Scoundrel). I've yet to find Man-at-Arms or Expert Marksman sellers.
Also, I've heard that you can combine a scroll with a blank skillbook to get a skillbook with that scroll's spell. Don't know if its true, but worth trying if you get a blank skillbook.
