There are only 2 explicitly available statuses in the Skype App for Windows 10 that
can be manually set and they are accessible if you click on your
profile picture/user profile on top.
- Do not disturb
- Do not share my presence (Invisible)
The old "Away" status will be set automatically 5 minutes after the
application is minimized or closed. There is no manual way to change
the status to Away.