The course is Desert Highlands, in north Scottsdale, AZ, an early Nicklaus design. It is considered the "grandfather" of modern desert course design (an "original"). Limited turf acreage, "island" fairways between the cacti creating numerous forced carries, surrounded by sandy waste areas and then desert. It supposedly is still one of the best, despite more high-profile courses since.
The skins clue was reference to the fact that this was the original home of the Skins game, starting in the early-mid 80's, back when it held some interest, always on Thanksgiving weekend.
The course is still one of the toughest as it slopes out at 151. Virtually all fairways are surrounded by waste areas that are several feet abruptly below fairway level. It's almost all fairway or nothing.
It is also extremely private, and has had little exposure since the Skins games. Supposedly Fuzzy Zoeller was turned down for membership years ago, whatever that means. Maybe