Does the word “skyfall” (or “sky falls”) exist in English?

The word skyfall is not normally used, except as the title of various works of fiction; it is not a regular noun.

However, the general idea that we would all be in severe trouble if the sky should fall down is widespread and immediately recognised throughout the Western world, including Anglo-Saxon countries. I would expect it to be known in most other cultures too. In Classical Antiquity, it was already commonly referred to, cf. Terence and Aesop.

Note also that the quotation you gave contains a few grammar mistakes:

[The] international commodity market[, as] represented by gold[,] collapsed on April 15th. The collapse was triggered by [lower] economic growth [in] China[,] which turned out far below the economists’ expectation. The “Skyfall” [that] broke out in the gold market may [indicate that] the economic boom of new developing countries is coming to a turning point. {Or "has reached a turning point"?}

Skyfall is used in the game League of Legends: It is the name of the ultimate move in the Spartan-like warrior Pantheon's ultimate attack, Grand Skyfall. This ability allows him to jump into the air a huge distance and land elsewhere (think The Incredible Hulk), effectively teleporting while dealing damage on impact in game terms. It can be used to strike the ground and enemies as a combat manuever, or for more devious strategies.

Of course, no further explanation or context is given, other than that the character does, in fact, fall from the sky.