I luckily trapped a skeleton and I did something special so they shoot at a block and I tried to collect them but it wouldn't work. I really did think you could do that?
From the Wiki
[...] However, arrows shot by a skeleton cannot be picked up.
Note: If you absolutely want/need those skeleton arrows, there are mods which make it so that you can pick them up.
You can't actually pick them up and put them in your inventory, but you can still use them. You could make a cannon with slime blocks and TNT. When you shoot the arrows (or make the skeleton shoot arrows) into a slime block, then push the slime block up with a piston, the arrows will fly into the air. You can use a nearby TNT explosion to propel them toward a target.