Always use all skills as part of learning, but also use all skills as part of play.
So, that means that when you cover a theme, say Dinosaurs, you find a way to express it and explore it with the children using large motor, small motor, musical, artistic, prereading, premath, and prescience skills with as much media as you can. Then, during the free play, provide for physical, artistic, dramatic, reading, and art/craft activities that let the children use their skills to further explore theme related materials. If the children’s explorations take them away from the theme while they use the tools you provide to explore, that’s fine. They will still develop skills, and will feel less pressured, so will learn more when you are actively teaching them during the structured parts of the day because they are more relaxed