Be warned spoilers below.
Skade is the consort of Harald (Bloodhair) who presents one of the main threats to Wessex during the events of The Burning Land. On his way to meet Alfred at Æscengam, Uhtred and his small force pass through a small village where they come across one of Harald's war bands led by Skade who is found mutilating the village priest in the church. At Æscengam Harald impulsively comes to demand her release, threatening to execute Saxon prisoners one by one in front of the walls until she is released to him. Skade meanwhile openly curses Uhtred, which leads him to blame her for the subsequent death in childbirth of Gisela. Uhtred relents after the execution of the first prisoner and releases her to Harald.
After defeating Harald at Farnham (written in the book as Fearnhamme), Skade is taken prisoner again. When Uhtred flees to Ragnar's fortress Dunholm after he murdered Brother Godwin, who had called Gisela a whore, Skade convinces Uhtred to go Viking and go steal her first husband Skirnir's hoard in Frisia. It is during the journey to Frisia that Uhtred and Skade become lovers. However when Uhtred refuses to give her half of the captured hoard - which turns out to be vastly inferior to how it was described - relations between the two become acrimonious and increasingly hostile. They return to Dunholm where Brida convinces Ragnar to sail south and attack Wessex, along with the two most powerful Danes in Northumbria, Sigurd and Cnut. Haesten arrives to convince the three that as a diversion he will attack East Anglia distracting Alfred's forces away from the supposedly main threat of Ragnar, Sigurd and Cnut. Haesten becomes infatuated with Skade and when he leaves Dunholm, she leaves with him.
After the Saxon victory at the battle of Benfleet (written in the book as Beomfleot), Uhtred fights his way to Haesten's hoard in the new fort where he finds an incredibly hostile Skade on top of the hoard. This leads to a standoff which is resolved when a crippled and vengeful Harald, grievously wounded in his defeat at Farnham, makes his way to Skade and while feigning affection embraces her, then stabs her, killing her.