In-sump skimmers just need to be put in the sump assuming it has it's own pump. I belive the Excalibur model shave a RIO pump included.
The water is sucked from the sump into the PS via the Rio pump and back into the sump from the PS return. Eventually the cleaner water makes it way out of the sump the same way it did before you had the PS (a return pump I assume).