The purpose of putting it in the sock is so that it is in the water as soon as it dissolves. The sock is better than adding to the skimmer because when you add to the skimmer it gets sucked into the filter where you have to wait for it to dissolve. You can't backwash a filter for up to a week (?) If it's in the sock you can backwash as needed. More important in cases of swamps where you may not be able to wait to backwash for several days.
I would suggest a tall tube type sock weighted to the pool edge with a rock or tied off somehow. I've never done it this way but will next year. It needs to be in front of a return so the flow of water helps speed the process. Some folks massage the sock to speed things even further.
Depending on your situation, adding CYA to the skimmer can be simpler and work just fine as long as you don't backwash for a week. However, many people seem to end up backwashing sooner than they expected and losing some or most of the CYA added through the skimmer. Hanging a sock in front of a return avoids that risk/worry.
Another method is to put the sock/stocking in the skimmer, being careful not to block off the water flow. I use this method and use a cheap knee-high stocking instead of a sock. The CYA forms a nice little ball at the bottom of the stocking; I tie a knot in the stocking just above the CYA, and use the top part of the stocking to tie it off to the outside of my skimmer.