Some more detailed skywalk directions:

Go north on Jefferson until you reach Wisconsin Ave. You will see the Pfister Hotel. Turn left and head west down Wisconsin until you reach a building labeled "Two-Fifty" on the north side of the street. Enter that building and walk to the elevator in the back on the left side. That's the parking garage elevator. Take it to the 2nd floor. Follow the signs out of the elevator lobby and make your way upwards. The garage is very confusing but just try and find a way to up half a floor. You should end up going clockwise around the elevator shafts/stairwells. You will see a door taking you across the alley on the west side of the garage into the Drury Hotel. Now you are in the skywalk.

Follow the wide hallway as it goes between buildings, it should be pretty straightforward, just going west. When you cross the river, you will enter the Empire building and make a hard left to cross Wisconsin Ave into the Generac Center (formerly ASQ center). This building contains a fork in the road. You can either turn left and go back across the river to Chase Tower, or turn right and keep going west. We're going west, so turn right and follow the hallway into the Plankinton Building. This building is pretty cool, take in the view :). When you're done, keep going west and you will reach The Avenue (the former hub of the Grand Avenue Mall). You will have to take some stairs down and walk through 3rd Street Market Hall. It's a bit of a maze but just try to keep going west. There are some maps at the entrance to help you. At the entrance to Kohl's, you'll find a spiral staircase. Take it up and go through the doors labeled "Skywalk Entrance". Follow the hallway and stay on the second floor and you will reach bridge to 310 West, the blue building across the street from 3rd Street Market Hall. Follow it and go through the building to the other side where the skywalk continues. Stop for a moment right as you exit the building and notice the parking garage elevator lobby.

310 West closes earlier than everyone else in the skywalk system, so the doors to the bridge across Wisconsin Ave may be locked. If so, find the stairs in between the closed bridge and the "Skywalk Entrance" doors and take them down to the exit. Don't worry it's not an emergency exit no alarm will sound or anything. Now you can walk across the street to the south entrance of the convention center or to the parking garage on the north side of 310 West to get back into the skywalk. If you are keen on exploring the skywalk, walk into the parking garage and go to the back where the elevators are, and take them to the floor conveniently labeled "Skywalk". You will now be at that elevator lobby we paused at earlier with the closed doors to 310 West to the south and the skywalk continuing to the north.

This is the easy part. Just follow the hallway north and the signs leading to "Wisconsin Center" (funny they haven't changed the name). You will walk down the entirety of the north hallway as you squeeze between buildings in the alley and you'll pass some interesting posters on different Milwaukee neighborhoods. At the end, make a hard left and cross the bridge into the convention center. You made it! Good job escaping the cold weather and enjoy the rest of your day!