What is a "physical skill"?

Solution 1:

Each and every ability has a damage 'element' with physical being one of them. You can hold Ctrl while hovering over an ability to see its type of damage.

You can also see the damage type based on the background color/graphic, e.g. red background = physical, blue with lightning streaks = lightning, etc.

As you can see in this image, the skill 'Mantra of Conviction' with the 'Overawe' rune does physical damage.

I started a Barbarian (since I didn't have one), and nearly all of the base abilities that I could see (including 'Rend' and 'Frenzy') did physical damage.

Solution 2:

If I remember correctly, all damage is physical unless stated otherwise. The other type would of course be elemental. I am not sure how a perk that add elemental damage to a physical attack will work, might depend on the perk, but either it is physical damage + said elemental damage, or it's physical damage converted to elemental damage.

So, physical skill is any skill you use that deal physical damage.