From the V1 SKR Docs page,
You want to use the resistor to jumper the red X (5V VCC) to the green dot (Signal). The switch leads from the switch still go from Signal to Ground (yellow G). Never allow Ground and 5V VCC to connect to each other (which would happen if you reversed the 3 pin female connector so that the resistor and Signal wire were touching VCC instead of Signal). Hope that is clear enough,
Here is a post that shows how to make the pigtail (although he used a 3 pin male connector with only 2 pins, instead of a 2 pin connector). He doesn’t discuss the importance of making sure it is connected to the board properly, but that is critical.
Here is another post that shows the pigtails made just a bit differently (personally I like this version better, the longer leads allow you to hide the connection under the board)