On the high level, the biggest change is that Haswell's decoupling ratios between the processor and the PCIe/DMI are gone, and the PCIe/DMI domains now run through a separate external clock. The main method of adjusting the total frequency by raising the multiplier still stands, but Skylake does offer a few more options up for users to play with. Fundamentally, Skylake overclocking remains similar to Broadwell and other platforms as far back as Sandy Bridge wherein the final frequency (4000 MHz) is calculated by the product of the base frequency (BCLK, ~100 MHz) and the multiplier (40x).
We covered the concept of overclocking recently in our Broadwell processor review, with the reasons why and how we test.