Carefully lowering and placing a small, covered and baited cage trap in the well is an effective method to remove skunks that have fallen into a window well.
Another effective but slightly riskier method is to carefully lower a baited, five-gallon bucket down into the well and wait for the skunk to enter. Once the skunk is inside, carefully lift the bucket out.
Skunks are not good jumpers or climbers, but they will leave a window well on their own if you lower a rough wood plank down into the well to serve as a ramp. Nail cleats, carpet, or wire at 6-inch intervals along the length of the board to give the skunk traction. Lower the board slowly and quietly into the well, leave the area and allow the skunk to calmly exit.
Note: Skunks have poor eyesight and do not readily spray when calm and handled cautiously. If a skunk becomes agitated, stomps its feet, or raises its tail defensively, back away and let it calm down. Also, consider hiring a professional to remove the animal.
After the skunk is out of the window well, cover the window well with a plastic cover or wire mesh.