Skyrim is installed through Steam, and this can be done on one of two ways: If a separate drive/partition is unavailable, avoid installing Steam and Skyrim in 'C:/Program Files' or 'C:/Program Files (x86)' folders since Windows User Account Control will cause issues with a modded Skyrim. instead of installing to the C: drive, install it to D:, E:, etc).
STEP recommends installing Skyrim to an SSD, if available, and preferably on a separate drive/partition than the Operating System is installed on (i.e. GamerPoets demonstrates Skyrim installation