I tried to make a new friendly Skeleton NPC with some cool gear on, I would do the usually stuff for dressing up a NPC but he doesn't wear the gear. Am I doing something wrong?

You cannot dress skeletons. Clothing does not even begin to work that way. Clothing has flesh and skin on it, as part of the model. A shirt is not just a piece of cloth set over a naked model, it's an entirely new replacement for t hat chunk of the body. If you were to put a short sleeved open chest shirt on a skeleton you'd get a skeleton with a human torso.

wasn't there a dressed skeleton in "dead money" (fnv-dlc)...? happen to know how that was done?

that was likely one model all together

I can't dress the Skeleton NPC in skyrim? Like the ones you fight?

Short answer: No.

Longer answer: Yes, but with lots of work (basically creating a whole new skeleton model from scratch).

no, you could undress it. but anyhow, that was fnv, not skyrim