You will unlock the Skyscraper after clearing Stage 3-14.
The Skyscraper is filled with many floors that are all overrun with zombies. You must successfully clear out each floor before you can move onto the next floor. The higher you climb, the bigger your rewards will be.
Floors 1-10 only have one wave of zombies to fight against, and floors 11 and above have three waves. You must defeat all zombie waves on a floor to complete it.
If you are having trouble defeating a floor, press on Win Data in the upper-left of each floor to see how other players succeeded. You can also see which rewards you will earn by completing that floor.
Your progress in the Skyscraper is saved after each battle. When you leave and come back, you will start at the beginning of the floor you left off on.