Now, how to find the skulls. Each level in Halo Wars has an optional objective where you are asked to kill a certain number amount of a certain unit type, such as killing 100 Grunts in the first mission, Alpha Base. Once this objective has been completed, the skull location will flash on the mini-maps for a couple seconds, so it's important to watch the map as you complete the objective. To simplify this, the objective will have a counter that pops up every time you kill a unit of the designated unit type. Example, the HUD will show "56/100 Grunts Killed" or something similar. Here is the information I have managed to find thus far. One last thing to note, is that the skull will not appear in it's location until the objective has been met.
Halo Wars Skulls
Look Daddy!
Kill 100 grunts
Mission 1: Alpha Base
Location: On embankment near the downed ghost where last set of marines are found
Special effect: When grunts die their methane tank always shoots off
Grunt Birthday Party
Kill 20 Jackals
Mission 2: Relic Approach
Location: Southwest of your starting base location in front of damaged gate
Special effect: Grunts explode into confetti
Cowbell
Kill 45 Hunters
Mission 3: Relic Interior
Location: In front of the main console where Forge and Anders are initially pinned down
Special effect: Destruction physics magnified
Wuv Woo
Kill 50 Elites
Mission 4: Arcadia City
Location: Very eastern part of the map near statue of man holding book
Special Effect: Scarabs shoot rainbow made of pure love
Fog
Kill 5 Wraiths
Mission 5: Arcadia Outskirts
Location: north west of map on top the highway near two buildings
Special effect: No minimap. Final score will increase
Sickness
Kill 50 Banshees
Mission 6: Dome of Light
Location: In the hanger immediately behind your base
Special effect: All player units have 50% fewer hitpoints. Final score will increase
Rebel Sympathizer
Kill 10 Locusts
Mission 7: Scarab
Location: Next to the power node to the west of the scarab
Special effect: Non-player units get 25% more hitpoints. Final score will increase
Rebel Supporter
Kill 750 Infection Forms
Mission 8: Anders' Signal
Location:On cliff edge beside a crevas in the northern part of the map
Special effect: Non player units do 50% more damage final score will increase
Rebel Leader
Kill 20 Flood Stalks
Mission 9: The Flood
Location: By the downed pelican to the west of your starting base
Special effect: Non-player units star with extra veterancy. Final score will increase
Catch
Kill 350 Swarms
Mission 10: Shield World
Location:On the island in the south east section of the map (you need air units to reach it)
Special effect: All player units recharge unit abilities in half the time. Final score will be decreased
Sugar Cookies
Kill 100 Sentinels
Mission 11: Cleansing
Location:North east section of the ship in between both platforms (you need air units to reach it)
Special effect: All player units have 50% more hitpoints. Final score will decrease
Boomstick
Kill 12 Spirit Transports
Mission 12: Repairs
Location:North east section of the ship above the central stucture
Special effect: 5% chance any non-player unit blows up upon death with explosive area of effect damage. Final score will decrease
Pain Train
Kill 10 Bomber Forms
Mission 13: Beachhead
Location: In the first area you start in near the flood buildings (west of map)
Special effect: All player units train 50% faster. Final score will decrease
Bountiful Harvest
Kill 20 Vampires
Mission 14: Reactor
Location:North-most part of the map near the second covenant base
Special effect: Supplies come in 25% faster. Final score will decrease
Emperor
Kill 3 Scarabs
Mission 15: Escape
Location:North East of the map near a hot water spring and a flood base
Special effect all player powers recharge in half the time. Final score will decrease