I have read some guides that mention doing some skirmish vs AI to test builds, as unlike the campaign you will lose nothing and will earn nothing.

But when i'm on my warband camp screen the "Skirmish" is locked/unavailable (while all the other parts of the camp like Campaign, Smuggler's Den, Shop, Skip Day, etc... are all available).

I'm currently on +/- 15 days of the campaign with my Mercenary warband (leveled some of my troops, did a couple of Wyrd Shipments for the primary faction too) and the Skirmish vs AI is still locked on the Warband camp screen.

What do you need to do to have it becoming unlocked ?

Replying to myself.

From what i gathered, the Skirmish mode is the mode that host both the PVP Multiplayer and Exhibition vs AI features of Mordheim.
And when the devs removed the online aspect of the game for the gog release instead of only removing the PVP part of the Skirmish mode, they blocked it entirely (and why the Skirmish is locked in the Warband camp screen) preventing then to play Exhibition vs AI too sadly.