can anyone help me with SKY plugin installation, i get some confusion, do I really need to install CMake and Visual Studio? Or should I only drop all files from github into my server files?

Actually you're in the wrong section,

But anyways you don't want to drag all the github files to your gamemode because that sourcefiles is used to compile the script to a .dll which will go to your plugins folder.

And yes for the compilation of them you need CMake and Visual Studio

https://github.com/oscar-broman/SKY/releases/tag/2.3.0

I think this is what you're looking for just download the .zip there.
.dll files go to your plugins folder .inc files go to your pawno\includes folder.