Canned fish and meat products such as wet pet food or chicken innards are the best types of bait to use for catching a skunk. Covering a crust of bread with peanut butter and marshmallows also works well.
Place a small bit of the bait outside the trap, and put the rest inside the trap, so the skunk follows the food inside. Simply leaving the food outside the trap often results in the skunk abandoning the scene.
Once the skunk is caught, throw an old blanket over the trap to block the spray that comes when the skunk senses the approach of humans. Pick the trap up, put it in the back of a truck, drive at least 10 miles away, and then set the trap down and open the door.