I want to make the Fragor. But Recently, I found the Brokk Hammer Skin. My friend says I need to have the Fragor to use the skin, but I do not want make the Fragor, and then realize that I do not need it to use the Brokk Hammer Skin.
You need to make a Fragor.
Skins are precisely that: skins that change the appearance of an existing weapon. Keep in mind that unlike most other weapon skins the Brokk actually changes the Fragor's stats, so in that sense it's almost more like the weapon equivalent of one of the alternate warframe helmets.
The skin isn't a weapon itself; it's almost like a special mod that changes the weapon's appearance and stats (just like a fire damage mod would change the weapon's appearance by adding a fire effect to it and change its damage by adding a fire effect). Brokk is a skin, not a weapon. Weapons have levels, skins don't. Brokk doesn't have levels and will not affect your Fragor's levels.
Basically, when you equip Fragor you can choose whether it looks like a regular Fragor or like a Brokk. It's still a Fragor; you're not changing what it is, only what it looks like.
As Oblivious Sage has stated as well, you must have crafted or bought the Fragor in order to use the Brokk Hammer weapon skin. Crafting the latter will require mostly the same resources as the original weapon though.
A weapon skin changes the appearance of a particular applicable weapon, though half of these skins (at the time of this post) are for purely cosmetic purposes. In this case however, applying the Brokk Hammer skin increases the Fragor's swing speed by 5%, and slows down its charge attack rate by 10%. There are four weapon skins in total right now, two of which have stat changing effects (Brokk Hammer and Manticore Hammer). There are purely cosmetic skins for sentinels as well, though they must be purchased for platinum.
A weapon skin by itself does not count as a separate weapon. It's essentially clothing or dress up for the weapon in question. So, regardless of equipping this skin, the Fragor's affinity levels will be maintained. Basically, after equipping the Fragor, you'll have the option of applying this skin, provided you already own one. It's your choice on deciding whether the cosmetic and stat changes are worth it.