To skywalk, you first need to find a place where the game consider you can't walk on. Then, you have to jump to it while moving forward, and fall for a little time without pressing any key. Then, when you touch it, you have to press the S key (move backward) 2 times to start the skywalk. After that, it gets weird, and you have to practice to move correctly. Videos of skywalking with the key inputs showed: