Source: Warhammer Fantasy: 4th Edition

Skirmishing Troops
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Skirmishing troops do not move or fight in base-to-base formations as most units do. Instead they fight in a loose group with gaps between each model. This gives skirmishers the freedom to move over difficult terrain quickly, and enables them to take advantage of minor folds in the ground, scrub, and other small features to shelter from shooting enemy. This together with their speed makes it difficult to hit them with bows or other missile weapons. Conversely their scattered formation has no solidity, so if they are struck by an ordinary enemy unit they will be swept away almost regardless of their individual prowess.

Not all troops can fight as skirmishers. Those which can are indicated in the Warhammer Armies army list for their race.

The most common role for skirmishers is to form a screen in front of your army behind which other troops advance.
With skirmishers in front of your army, enemy bowmen and other missile armed troops will be unable to shoot at your advancing units. Skirmishers are also able to make swift advances through woods, over steep hills, even across rivers, and occupy useful positions ahead of your main army. In this way skirmishers can deny tactically important features such as hills to the enemy, or they can occupy the edge of a wood where troops in normal formation would be slowed down.

Skirmishers are certainly useful, but they have their vulnerabilities too. They are easily driven aside by small units of fast cavalry and they have little hand-to-hand fighting ability.