The skill challenges are just 'bonus' things to be done for each skill (not the same as LTW) and you generally won't need to get a specific Opportunity except for several of them, such as inventing's SimBot and the instruments' Star challenges. You can just do them when you wish. A Sim can complete several, or even
all of them.
Usually they give various bonuses to the skill beyond what skill level 10 normally offers. For example, for Painting, we have
Brushmaster (30 paintings) - "makes Sim paint faster" (actually doubles painting speed)
Proficient Painter (6 brilliant paintings) - raises probability of Brilliant and Masterpiece paintings
Master Painter (5 masterpieces) - "every painting they sell is worth more" (in practice, doubles value of paintings).