Importing/creating FBX skeletons without an attached mesh doesn’t seem possible. If it is, I haven’t found out how, even after scouring forums and help resources for over an hour. So it’s either a legitimate engine shortcoming, or the documentation is ambiguous.
This is mainly a feature for reusable skeletons. When multiple meshes are meant to be used with the same skeleton, it’s impractical to have the skeleton packaged inside one of them just so it can piggyback its way into the engine. But hey, maybe I’m just being stupid.