You say "I have one small focus point, but if I am shooting the entire skyline, wouldn't it throw the rest out of focus? Or should I change to Manual Focus?"
This suggests to me that you have a basic misconception about how focus works, and that understanding that better will help with the whole problem.
No matter how it's done, a camera lens can only focus on one plane. Think of an imaginary, infinite glass wall parallel to the camera. The camera focuses at that distance, and by adjusting focus, you move that wall closer to you or further away.
When you use the red focus points — or the green square or whatever in live view — you are telling the camera's autofocus system to maximize sharpness (technically, contrast, but that's the easiest way to guess at sharpness) at that point. You find an element in the scene at the appropriate distance, and the camera automatically moves the "invisible wall" to the distance of that object. The key thing is that even cameras with 39 or 77 or 200+ focus points can't put the "wall" in more than one place. They just give you more options of places to select in the scene without changing your composition.
I said that only one plane — that invisible wall — can be in focus, and that's true, but given the realities of how images are captured and recorded, and just plain human eyesight, in reality, the wall has a certain thickness, where everything inside is in sharp focus. And it doesn't have hard edges — it trails off into more and more blur both in front and in back of the camera. This thick, non-hard-edged wall is depth of field.
Some point in that trailing-off, often after the physical limit of detection but before the blur is obvious, you as the artist might decide that the trade-off is acceptable for your use. Maybe there's nothing in the foreground to be blurry, so who cares? Or maybe you're just not expecting people to look very closely. So, your technical choices (aperture, sensor size, print size) together with your artistic choices determine how thick the wall is (and, correspondingly, how much of the scene is "in focus".
Lenses have a concept of infinity focus, which means that the lens is focused so that a theoretical object at an infinite distance would be in focus (not that everything is in focus — see What is "infinity focus"? for discussion). It works out that in this case, the "invisible DoF wall" is quite thick, so setting at infinity focus also includes a lot of the scene much closer than infinity. So, you could do that.
But if you think about it, if you're putting the wall infinitely far away, you're "wasting" some of the thickness of the wall — everything behind its center point is "even more" infinitely far away, and clearly useless. This is the concept of the hyperfocal distance — you can move the "wall" closer so that its back edge is at infinity, giving you more in-focus area in the foreground (see What is "Hyperfocal Distance"? for more).
A general rule of thumb holds that the depth of field "wall" extends about two times as much behind the exact plane as it does in front of it. That means that a decent guess is to focus about one third of the distance into the area you need to be in focus, and then stop down to get as much depth of field as possible. (Depending on the scene, you may not want to use the smallest aperture possible for the highest sharpness, but if even DoF is important, you still might — see Do smaller apertures provide more depth of field past the diffraction limit, even if peak sharpness suffers? for discussion.)
And, finally, for more details, in addition to the questions I've already linked in this answer, you may find the following questions relevant — recommended reading if you don't know the answer to each off the top of your head!