It's possible, at least when you're using lite-C. Have a look at GStudio8/include/atypes.h:
typedef struct ENTITY {
C_LINK link;
char *type; // entity file name
...
var skill[100]; // entity skills
...
} ENTITY;
Skills are actually just var array entries, probably defined somewhere like this:
#define skill1 skill[0]
...
#define skill100 skill[99]
As a result, you can loop over skills just as you guessed:
for(i = 0; i < 100; i++) my.skill[i] = i;
