Yes you do pay for a Skype number. It's $60 per year and you can choose in which country your number to be. So, for example, if you have many Americans calling you, or you are forwarding a US cell to Skype, you would have a US one. Alternatively, if you have lots of Australians calling you, then you could get an Australian one. Essentially, it's useful either for forwarding calls to it, or for giving people local numbers.

It's easy to forward calls to Skype - just go into your cell phone's settings and choose Call Forwarding. Precise details vary from phone to phone, but on an iPhone, you choose Settings > Phone > Call Forwarding. On Blackberry, you choose Phone > Call Forwarding.