There are many different manufactures of skylights but, there are basically only two different types of skylights that home owners and building owners can choose from.
The first is known as a curb mount skylight. This type of skylight requires and wooden frame to be constructed and the skylight frame rest on top of the wood curb. A metal flashing kit is then needed to be custom made to make the wood curb water tight.
The other type of skylight is known as a self-flashing skylight. This type of skylight does not require a curb to installed. The skylight is made with a vinyl/plastic flange that allows the roof to directly mount it on the roof. However an ice and water shield membrane is needed to ensure that no water backups from the top. The shingles are then tied in with mastic to ensure a watertight seal.
You can find more about these types at the link below.