The skin effect can be modeled explicitly in HFSS by solving for the fields inside the conductors. By default, the surface impedance approximation is used, and the field inside "good conductors" is set to zero. You can override this default, and "solve inside" the conductors. This will necessitate an extremely dense mesh within the conductor, and I would recommend manually meshing the conductors. Because of this very dense mesh, you might not be able to solve a long piece of transmission line.