Terminology for Curb Mounted Skylights
The picture shows the cross-section of a curb mounted skylight. It illustrates how a curb sits on your roof with the flashing attached to the skylight. The skylight sits on top of the curb (like a lid on a shoe box) and is screwed in place (not nailed or left unfastened).
Flashing is the material that surrounds the skylight and connects the roofing to the curb. On a pitched roof the flashing is made of metal, preferably 26 gauge or thicker. When installing the skylight on a flat roof the flashing will be the same material as the roofing (usually a rubber compound).
The curb holds the skylight up above the roof (usually a wood frame). The curb allows a place for the flashing to attach and lifts the skylight above the water, snow and ice. Sloped roofs in the Colorado area usually require a 2×6 curb. Low-pitched and flat roofs must have curbs at least 2×9 off the roof deck.
It is important to check your local building codes to insure conformance to your area and climate.
Terminology for Deck Mounted Skylights
This is a deck mounted skylight, which works a lot like a curb mounted skylight, except the curb is much shorter and integrated into the skylight design. These skylights are much more streamlined to your roof, and the most popular model for new installs.
The flashing is the same material as curb mounted skylights and works in the same fashion. The curb height requirements are much smaller, as the curb is fully integrated into the skylight design, though you cannot install the skylight on low-pitched and flat roofs.