Can you flambé in any skillet?
Yes, it matters. You can destroy the pan. 

Don't use a non-stick pan. The coating starts to decompose above 250 Celsius, and will probably fail completely if exposed to the temperatures of open fire. 

Also don't use aluminium. Its melting point is under 800 Celsius, while a flame gets into the 1500s. You probably won't have enough energy to warm the body of the pan to that temperature, but I wouldn't risk it - locally melted spots on the pan surface are no fun. 

Cast iron will certainly hold up to it, but I would be afraid to damage the seasoning. 

What you are left with is stainless steel, if you want a stovetop-suitable pan. It will work perfectly without damage. If you are not constrained by stovetop use, ceramic/earthenware is also a very good choice. Don't pick one with printed decor, you may damage the image. But both enameled and naked ceramic or clay without prints will be OK.