When, how, and whyever you want. :)
In all seriousness, historically skirmishers were mainly sent ahead of the main force for reconnaissance. In SOWL, they can be used for this but also as a way to split up your forces to fill gaps in your lines, attack a units flank, etc. etc. On sandbox battles when the enemies location is unknown, I like to split off a few skirmish units to send them around the map.
When you play the first French scenario, there is a note indicating that several skirmish units have been split off and sent ahead to reconnoitre. You can do this too by right clicking any stationary unit, then clicking the split skirmish button. You can recall the split units in the same way, by right clicking them when they are stationary, and unsplitting them.
Hope this helps.
NSD Map/Scenario Lead