Are vulval cancer and anal cancer types of skin cancer, like melanoma or squamous cell cancer?

Yes: They are epithelial (skin) cancers.

Not exactly: We have linings made of squamous cells. That includes the skin and linings of the mouth, esophagus, lung, vagina and others. When cancer develops from these cells it's squamous cell cancer. The behavior and treatment will vary based on the location and origin. So skin cancer and anal cancer that both may be squamous cell cancer are managed differently.