Yes Krisztina, rocorona's steps are correct.
To take this one step further: Scheduling
Those separate skylight objects will show as separate in your Window/Skylight Schedule which will not be accurate for the contractor on site. So you will need to edit the documentation manually to show them as one unit.
If you are working in ArchiCad 16 this can be avoided and resolved by converting one set of these skulights with the "Convert to Morph" tool in the Design Menu. Ensure that your "Auto Grouping is switched on before you start the conversion for easy selection of all the relevant skylight parts.
The original skylight is now only an empty opening and lists as such in your schedule.
Now with Grouping on select these two converted Skylights and use "Save Selection as" from the "File/Libraries & Objects" menu and select the "Object" Type. You can choose to "Embed" the object in the project file or save it as a file to a folder of your choice (preferably the project folder or the office standard library folder).
You will now need to place the new object from the embedded or loaded office/project library. This object will now represent the unified skylights and will list as one skylight in your schedule.
Remember to edit your scheme settings for the schedule to include that object type and also exclude the empty opening skylight.