The Skype Preview app for Windows and Windows 10 has been updated with device authentication code support for SMS Relay.
This means if you want to send SMS messages from your Skype account on your PC you will now have to verify which phone you wish to use to enable this feature via a code generated on the device.
When opening the app on Windows Phone the app now requests the authentication code, which can be found in the settings of the PC app.
The phone app will now also display the PC as a Connected Device in settings.
The Skype Preview app is available to all Windows 10 users and 126.96.36.199 can be found in the Windows Store here.