If you want your Lync users to be able to federate with Microsoft and Skype you will need to go to https://pic.lync.com and request a new service. Login with the live account that has permissions to access your Microsoft Licenses through the Microsoft licensing portal.

Enter your Licensing type and  License Agreement number.

Add you Lync Edge serve Access name ( sip.yourdomain.com) and all domains that are handled by this edge server (yourdomain1.com … yourdomain9.com).

Wait for the emails from LCSprovisioningsupport, one when your request are entered and one when provisioning has been completed. Usually no more than 2-3 hours.

Also remember to enable federation with messenger/skype in the Lync Control Panel og Lync Management Shell.