SQL query to find Employees Skiils,Companies and projects
You can solve this types of problems with a simple "For XML Path" clause in sql.
You can do this by:

SELECT
E.EmployeeID,
E.FirstName+' '+E.LastName AS EmployeeName,
(
    SELECT SkillName+', ' FROM Skill WHERE SkillID IN
    (
        SELECT SkillID FROM EmployeeSkill WHERE EmployeeID = E.EmployeeID
    ) FOR XML PATH('')
) AS Skills,
(
    SELECT Name+', ' FROM Company WHERE CompanyID IN (
        SELECT CompanyID FROM EmployeeCompany WHERE EmployeeID = E.EmployeeID
    ) FOR XML PATH('')
) AS Companies,
(
    SELECT ProjectName+', ' FROM Project WHERE ProjectID IN
    (
        SELECT Project FROM EmployeeProject WHERE EmployeeID = E.EmployeeID
    ) FOR XML PATH('')
) AS Projects
FROM EmployeeInfo AS E


UPDATE

You can try this to remove comma(,) at last of skills, companies &amp; project..

SELECT EmployeeID,
EmployeeName,
left(Skills,LEN(Skills)-1) AS Skills,
left(Companies,LEN(Companies)-1) AS Companies,
left(Projects,LEN(Projects)-1) AS Projects
FROM(
    SELECT E.EmployeeID AS EmployeeID, E.FirstName+' '+E.LastName AS EmployeeName,
    (
        SELECT SkillName+', ' FROM Skill WHERE SkillID IN
        (
            SELECT SkillID FROM EmployeeSkill WHERE EmployeeID = E.EmployeeID
        ) FOR XML PATH('')
    ) AS Skills,
    (
        SELECT Name+', ' FROM Company WHERE CompanyID IN
        (
            SELECT CompanyID FROM EmployeeCompany WHERE EmployeeID = E.EmployeeID
        ) FOR XML PATH('')
    ) AS Companies,
    (
        SELECT ProjectName+', ' FROM Project WHERE ProjectID IN
        (
            SELECT Project FROM EmployeeProject WHERE EmployeeID = E.EmployeeID
        ) FOR XML PATH('')
    ) AS Projects
    FROM EmployeeInfo AS E
) AS Tmp