CandyFace
No it is not possible to skew your selection, it is however possible to export all your tiles individually. To do this you have to use the tile placer tool (A), and use ctrl + click (win) or cmd + click (mac) on each of your sprites, assuming that they are in a tile each. This will put a copy of them into the "tiles" window. Now you can use file -> export -> tileset and tick the "export as separate files" and export to whatever location you desire.
Yeah you can't rotate the entire canvas, only the objects themselves. There are however two ways to do this, one is by using transform selection on your object and manually rotate it, the other is to use the tile placer tool, where you have various fixed rotation options, flipping etc.