Are you thinking you can put a shoulder in a smoker for a while and have a ham come out of it? If so, you're outta luck.
Do you want to cure that shoulder and make a ham?
I wish I could help. I have a good understanding of what needs to be done to make pork into ham but I don't have the experience. Basically you either cure it with a salt-cure brine or you smoke it forever in a very climate controlled smoker. I don't think you want the skin on it, it will just act as a barrier.
Some of the bacon and ham makers will be along to help you shortly.
If you want to get into curing meats, I found that making canadian Bacon with pork loins is fairly easy and very rewarding..
Hams are made from the rump section of the hog and not the shoulder anyhow.. You will have to go to a butcher shop or order one to get it. Most go right to the ham maker and not to grocery store..