Roles are how you define what a person will be doing when they are scheduled to serve. An "assignment" consists of a person and a role, for a particular service. If someone is good at performing a specific role, team leaders can mark that as a "skill" of the person. When adding or editing a person, the Skills tab is where their skills can be specified.
Skills are used by WP when you use the "find-a-sub" and "fill-a-role" features. Among other things, WP will look for people with skills that match the role for which you are trying to find a substitute or fill a role.