In Admin / System settings, you will find an option called “Enable click-to-call for phone numbers” which you can turn on.
It has a help comment there saying that
Note that this will produce “tel:” URI’s, not “Skype:” ones. But you should be able to configure your WIndows (or other OS) to direct those standard tel: URIs to SkypeOut.
More information here if you find you need to customize the code: