I found a easy way to get SKSE for work for Skyrim and Skyrim Special Edition.

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Skyrim

Install Skyrim In Steam

Download SKSE

Open the SKSE compressed and extract the contents into your Skyrim directory.

Go into your Skyrim\Data\SKSE folder and create the SKSE.ini file if there isn't one

Open the SKSE.ini and add the following lines of code into the INI and save the changes

[Loader]
RuntimeName=TESV_SKSE.exe

In your Skyrim folder rename the TESV.exe to TESV.exe.bak

Copy the TESV.exe.bak and paste a copy of it into your Skyrim folder and rename it to TESV_SKSE.exe

Copy the skse_loader.exe and paste a copy of it into your Skyrim folder and rename it to TESV.exe

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Skyrim Special Edition

Install Skyrim Special Edition In Steam

Download SKSE

Open the SKSE compressed and extract the contents into your Skyrim Special Edition directory.

Go into your Skyrim Special Edition\Data\SKSE folder and create the SKSE.ini file if there isn't one

Open the SKSE.ini and add the following lines of code into the INI and save the changes

[Loader]
RuntimeName=SkyrimSE_SKSE.exe

In your Skyrim Special Edition folder rename the SkyrimSE.exe to SkyrimSE.exe.bak

Copy the SkyrimSE.exe.bak and paste a copy of it into your Skyrim Special Edition folder and rename it to SkyrimSE_SKSE.exe

Copy the skse64_loader.exe and paste a copy of it into your Skyrim Special Edition folder and rename it to SkyrimSE.exe

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Enjoy!