I've seen that SKSE adds a lot of interesting and useful functions to the game, but I was wondering how it's possible to use those functions with Creation Kit scripts:

I mean...I guess that a script with SKSE functions doesn't compile with the standard CK compiler, right?

And...in this case...how is possible to "import" SKSE to have the CK compiler work properly? Because if it doesn't compile, it doesn't work, right?

Skarm

They do compile with the standard CK compiler. As long as you copied the SKSE modified scripts into your scripts folder, they will compile just fine.

Just install SKSE and write your code as normal. You don't have to do anything special.