Basically this:

SELECT SCandidateID
FROM dbo.CandidateSkills
WHERE Skill IN (@ssrs_skill_param)
GROUP BY SCandidateID
HAVING COUNT(*) = <number_of_values_in_skill_param>

But not sure how in SSRS to get a count of the values passed in.  I can't remember if SSRS gives you a variable/property that equates to count or not.

Worst case, I would think you'd be able to do something like below, getting the total from the Skills "master" table:

HAVING COUNT(*) = (SELECT COUNT(*) FROM dbo.Skills WHERE Skill IN (@ssrs_skill_param))

Of course you can't use the CandidateSkills for that part, because it's possible a skill would be entered that no Candidate had, and you don't want it to drop out of the total.