Yes it does.
To be sure-
Make a new thread or reload a page if making a quick reply (skimlinks only works on links already on the page when the original page was generated- a limitation of the javascript)
Right click on an Amazon link, choose "Copy link URL" or "Copy Link Location" - whatever your browser has.
Now paste that link text into notepad, or some other text editor, or even just a text box on your forum....
rather than the simple
http://www.amazon.com link you will have a very long URL that has the skimlinks affiliate code in it.
Note- this long URL is only visible by copying/pasting the URL. Mousing-over the URL will show the regular/original URL.