Help running what seems to be a directory in Terminal?
The project has windows and os x binaries provided on the releases page so you can skip compiling it on your machine.

The error is clear above:

"bash: ./SkypeExport: No such file or directory"

Whatever folder you are in in Terminal  must contain the "SkypeExport" binary.

Try again by downloading the latest release (see the downloads list under the release you want):
https://github.com/Temptin/SkypeExport/releases

Unzip it in your Downloads folder, make sure the resulting "SkypeExport" file is directly in the Downloads folder, then type "cd ~/Downloads" in your terminal and follow the other steps.

This should work, since your error was that Terminal (bash) couldn't find SkypeExport in your current folder.