They go in the script itself. See where it reads:
# Add weapon skills in this format
# Weapons[weapon_id] = [skillid1, skillid2]
Weapons[1] = [8]
^ Underneath what I underlined is where you would put more, just as the format tells you. Just make a new line.
ALTERNATIVELY, you can just have a weapon/armor/accessory add a skill via the features. In the features tab, just right-click and look under "Skill". Completely forgot about when the weapon/armor/accessory are unequipped, and it had "Add Skill x", the skill is no longer available. Brain fart, sorry. x.x