So skipfish contains a file called http_client.c which makes a call to idna.h and idna.h can't be found. There are a few things you should check.
1) What do you get when you do a "echo $LD_LIBRARY_PATH" at a command prompt?
2) You should search (via find or locate for idna.h and see if it actually is on your system somewhere).
Also did you read the docs before playing with it?
How to run the scanner?
To compile it, simply unpack the archive and try make. Chances are, you will need to install libidn first.
Next, you need to copy the desired dictionary file from dictionaries/ to skipfish.wl. Please read dictionaries/README-FIRST carefully to make the right choice. This step has a profound impact on the quality of scan results later on.