If you want a weapon to give a skill while it’s equipped, there should now be a spot in the item editor to assign a weapon skill, just set the skill there.
If you want an item to give stat boosts while it’s in someone’s inventory regardless of being equipped, there should now be a checkbox in the item editor for passive boosts, select that checkbox, then click the button to assign a new stat booster to that item.
If you want a consumable item that teaches a specific skill, I know skill scrolls are a thing but I haven’t looked into how to set them up myself. There is, however, an in-depth guide to the skill system here which probably has information on it: https://feuniverse.us/t/the-skill-system-and-you-maximizing-your-usage-of-fe8s-most-prolific-bundle-of-wizardry/
There’s also a patch that lets you define custom events to run when you use an item if you want more complex behavior than basic skill scrolls, but that requires knowledge of eventing.
If you want an item that just gives a skill while it’s in someone’s inventory, regardless of being equipped… sorry, as far as I know that’s not an option with only the stuff in Builder.