In three-dimensional geometry, skew lines are non-coplanar lines that do not intersect. For example, take a look at the first image I provided. Lines M and N do not lie on the same plane and they do not intersect with each other. That means that we can say line M is skew to line N.
In geometry, parallel lines are coplanar lines that do not intersect. For example, take a look at the second image I provided. Lines J and K lie on the same plane and they do not intersect with each other. This means that line J is parallel to line K.