Can I skip a step, but still complete the run?
Yes. Skipping marks a step as deliberately not done, so the run can be completed without pretending the work happened.
This matters more than it sounds. Ticking a step that was never done makes your records wrong. Leaving it open blocks the run and makes your reporting wrong. Skipping is the honest third option, and the system records it as skipped rather than completed.
Skip a step
Open the step's menu and choose to skip it. The step is struck through and shown as skipped, and the run can proceed.
Whole sections can be skipped at once from the section heading's menu, which is the right move when a phase does not apply to this run at all. See Collapse sections of a run.
Skipped is not completed
A skipped step is visibly distinct from a completed one, and reporting counts the two separately. That means you can look back and ask which steps get skipped most often, which is one of the more useful questions you can ask about a process.
A step skipped in most runs is usually a step that does not belong in the workflow, or belongs behind a conditional rule so it only appears when it applies. See Conditional Logic in Workflows and Tracking skipped steps with a dashboard item.
When not to skip
Do not use skip to get past a step somebody else has to do, or a step blocked by something missing. Skipping records a decision that the work was not needed. If the work is needed but not yet possible, leave it open and say so in a comment.