In order to use it you will need to add the script in.
1) go to the scripts menu in the top menu bar (it is the scroll looking thing)
2) Select edit scripts, this will bring up a view of scripts
3) In my case I made a new directory called markdown (you do that by right clicking or clicking '+' at bottom.
4) I then created a new file called markdown.py in the new directory.
5) Copy the contents of the snippet from codecollector.net into the new file and click save
6) Go back up to the Scripts menu and select "Reload scripts"
You have now added it into skEdit
To use it
1) open a document which contains markdown text that you would like to convert to HTML
2) go up to the scripts menu, select markdown and then select the choice that you would like use, you can either do the whole document, or just a selected section.
That should be it. If there are issues please contact support.