Primarily, Skuid just allows you to publish Platform Events from Skuid. You can create a Model on a Platform Event object type, and then if you create records in that Model and save, Skuid will publish a Platform Event of that type.
This can be done from Skuid in Lightning Experience or Visualforce.
There are many use cases for Platform Events that are beyond the scope of the Skuid Community to discuss :) but some examples where it can be helpful are that you've defined an Apex Trigger on a Platform Event type, which runs some logic. If you use Skuid to create a new Platform Event instance, then this logic will be triggered server-side. This can be an alternative to defining an Invocable Flow / Apex Class to run some logic, and it's particularly nice because this approach (creating the Platform Event instance) does not consume Salesforce API calls, whereas invoking a Flow / Apex Class from a Skuid Page does consume SFDC API calls.