Before anything, for you be able to create your own Skeletal Dragon, you will need have the Bend Will shout unlocked, which you can acquire by completeing the Dragonborn DLC questline
And if you don't know how to start this questline, just make a couple of missions from the Main questline until you found two cultists who will ask if you are the Dragonborn.

If you already had done it, good job! Now comes the easy part!

All you need to do is head towards any Dragon Lairs on the map and slaying the dragon without doing a kill animation, on the last hit you quickly fast travel to another location without absorbing it's soul.
(If you end up absorbing the dragon's soul just load a previous save and try killing the dragon again, for it work you can't absorb the soul)

Now on that other location you have to wait for 10 days in game.

Then, fast travel back to the dragon and hit it a few times to see it becoming a living Skeletal Dragon.

To ride it, just use the Bend Will shout, and done! You are riding your own crafted Skeletal Dragon!
(Yes, the is obvsiously a bug, but a very cool one at least)

I will leave a video showing it on pratice if anyone wants to see it with their own eyes how to do each step