You can't generate SKM keys on the PGP Universal Server without doing something to require key generation. This means installing a pgp commandline client and generating managed keys there. Setup Gateway Email Encryption and encrypting emails which will generate keys for the users, or else installing PGP Desktop and creating keys as part of the enrollment process for users with the PGP Universal Server.
The whole idea is that you are using PGP Universal Server to store the keys for your PGP applications. if you don't plan to use a PGP application, then what good is the key doing on the server?
What I am getting at I suppose is that it might be helpful to know what you are trying to generate keys for and why you can't install a Desktop client.