Unified Communications Web API (UCWA) 2.0 is the first officially supported API for Skype for Business online. If an application is looking to talk to Skype for Business on Office 365 this is the way to do it, albeit limited. UCWA 2.0 exposes some, but not all, interactions with Skype that may be desired. For example, groups are a read-only resource in this version. While it might be desired to create a new group in a Skype for Business contact list, this is not possible in UCWA 2.0.
Create an Azure AD application for Skype for Business online
These steps will outline how to create an Azure AD (AAD) application that exposes the Skype for Business online API. Follow the steps from both sections in these directions from Microsoft. Make the following modification. At step 9, under "Register your application with Azure AD", select as many of the Delegated permissions as desired. For example, the permission "Read and manage Skype for Business user cont..." is required to get the Skype for Business contacts and to add new contacts to the buddy list. If you're curious to learn more about the difference between Application and Delegated permissions read this page.