You can't since the 88es doesn't have any on board sounds - it's just a controller. As for what the ES is controlling...IOWs which midi module (virtual or real hardware)...you have to route the audio front that device to Skype.
You want to create an aggregate audio device on your Mac...I'm not even sure if Skype will play fair with this...but here is a guy who says he has done something similar.
Since your MIDI controller doesn't actually make any sounds directly, you'll have to use a program like Garageband as your tone generator. You can then use SoundFlower to route your system audio to your input. Unfortunately, this means you can't use your mic unless you create an aggregate audio device with SoundFlower's virtual routing and your physical mic in.