Let $X$ be a topological space and $G$ an abelian group. Denote by $\mathcal{S}$ the skyscraper sheaf with group $G$ at the point $x\in X$. How I can prove that $\mathcal{S}$ has not cohomology, i.e $H^i(X,\mathcal{S})=0, \: \forall i>0$ ?
Skyscraper sheaves cohomology
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On
A skyscraper sheaf is flasque, hence has no cohomology: Hartshorne Chap. III, Prop.2.5, page 208.
On
You can also see this using Čech cohomology:
Consider an open cover $\mathfrak{U}=(U_i)_{i\in I}$ of your space $X$. You can always refine this cover so that only one of the sets $U_i$ contains the point $x$: Pick a set $U_0$ containing $x$ and consider the cover $\mathfrak{U}'$ consisting of $U_0$ and $U_i\setminus\{x\}$ for all $i\in I$. Then $\mathfrak{U}'$ is a refinement of $\mathfrak{U}$ and $x$ is only contained in the set $U_0$.
In particular, $x$ is not contained in any intersection of two or more distinct sets in $\mathfrak{U}'$, so the scyscraper sheaf has no sections over these. Hence all higher Čech-cocylces are $0$ and all higher cohomology groups vanish.
(I believe this approach can also be found in Forster's book on Riemann Surfaces.)
These notes probably have enough detail to give you what you want. I'll assume you mean $G$ to be an abelian group. Basically the argument goes like this: if $G$ is an abelian group, take an injective resolution $G \to I^\bullet$ of abelian groups. Then $\pi_*G \to \pi_*I^\bullet$ is an injective resolution, where $\pi:{\ast} \to X$ is the inclusion of a point. Note that $\pi_*G$ is your skyscraper sheaf. To compute $H^i(X,G)$ take global sections of $\pi_*G \to \pi_*I^\bullet$, which just gives back the resolution $G\to I^\bullet$, which shows that the higher cohomology of $\pi_*G$ vanishes.