Muslims in Skopje are not recently immigrants to the city and as such are very much at ease displaying outwardly Muslim traditions and morals. One particular example is women's dress, which is usually conservative but not extreme among Albanian women. Typically they will wear loose and covering clothes (a skirt, no pants) and a head scarf. I did not see anyone woman with a veil, in all black or in a burqa, but that doesn't mean that they wouldn't be offended if a Western woman tried to enter a mosque in a tank top. Just be aware of traditions and respect them when you are in someone else's place of worship. There is evidently a strong current of Islamic feeling here (whether longstanding or new) as they were selling pictures of the Kaaba and of Mecca in the marketplace along side silver ornaments with suraat from the Qur'an carved into them.
Just remember to take off your shoes before enter in a mosque. To take photos inside can be ok, but proceed as you'd do in a church or anywhere else indoors. Ask for that before start.