I think you're looking for;
string[] skus = myLines.Select(x => x.Sku).ToArray();
However, if you're going to iterate over the sku's in subsequent code I recommend not using the ToArray()
bit as it forces the queries execution prematurely and makes the applications performance worse. Instead you can just do;
var skus = myLines.Select(x => x.Sku); // produce IEnumerable<string>
foreach (string sku in skus) // forces execution of the query