You can choose. Salesforce has always had the option of extension packages. So if you want to REQUIRE that the users also have Skuid, then you would create a dependency in your org by referencing Skuid in your Development org. (i.e. some page overrides, etc.)
Preferably, and more safely though, you’d do your package in one DE org, install it into another org and create your Skuid dependencies there…just in case you change your mind at some point you still have a package without Skuid. That process is spelled out for creating extensions in ISV guide.
Unfortunately Salesforce does not yet have the ability to enable people to install it all as 1 package though so Yes, you would have to install one then the other. Skuid may/may not have to be first depending on what’s in your package.
With this said, one of the Skuid team members will probably pipe in here with some uber creative solution to install both in 1 install 
I’m kind of kidding here because the licensing is all separate so I don’t think this is the case. For the Skuid Superbank though, you can at least auto assign the licenses after your package is installed saving 1 step.
