I mean can other Pokemon can have it too or do you first need to use a move like Role Play ?
Each Pokemon has their own ability(of course there are Pokemon that share abilities as well). One might have Skill link the other might have something else.
So yes, you would first need to use a move such as Role-play to get that ability.
Pokemon that have Skill link:
Source: knowledge Hope I helped.
No, Skill Link only applies to the Pokemon with the ability.
This Pokemon's multi-hit attacks always hit the maximum number of times.
So yes, you will need to use a move like Skill Swap or Role Play.
Source- Showdown.