Yes, players gain skill points during games (but not friendlies, only in league matches). Experience on the other hand can be gained in league and friendly matches (but much slower in friendlies).
To roughly find out, how good a player is, you can use this formula:
(Strength*0.6)+(Experience*0.2)+(Form*0.2)="Real strength"
So, Strength is at 60%, Experience and Form both at 20%. Or how I calculate it, 3XP are 1 strength, so you don't always have to use a calculator or an excel sheet. The formula is not 100% accurate I believe, but it's a very good way to find out your player's "real" strength.
For faceoffs and penalty shots, the experience is more important (around 30%) compared to the form (around 10%).