If you have multiple skype account and wish to sign into them simultaneously, you may actually configure them as step as below.
"c:\Program Files\Skype\Phone\skype.exe" /secondary
Configure as shortcut,
1. Go to the folder that you wish to place the shortcut such as Desktop.
2. Right click and select New then click on shortcut.
3. Enter the path as below.
4.Click Next and press Finish in next screen.