If your skirt has pockets, your guide will probably tell you to sew them in place before the side seams. If you want to add pockets that are not part of your pattern, you can do that now as well.
Patch pockets are easy to make and have been described already. The only thing tricky about them on a skirt is getting them placed exactly where you want them. Crooked pockets are a sure giveaway that you were improvising.
If you are adding one pocket, pin it in place, then pin the parts of your skirt together and try it on. This will give you a good idea of how the pocket will look and feel where you've pinned it. If you are adding two pockets, pin the first and try on the skirt. Then lay the two front pieces back to back, and pin the second pocket in place exactly over the first. Try the skirt on again to be sure they look balanced.
Another possible pocket on your pattern is a half-hidden pocket. These are styled very much like the standard jeans pocket. The front piece of your garment ends with the pocket top, usually at an angle near the side seam. The pocket consists of two pieces, one of which completes the side front.
Your pattern guide will take you through the steps of construction. Generally, the pocket front is sewn to the garment, turned, and topstitched. The pocket back may or may not have a dart at the waistline. It is sewn to the pocket front and perhaps part of the skirt above the pocket top. Then the pocket and front are treated as one piece and sewn to the back of the skirt.