I want to learn Russian ,There are no schools for Russian language or institutions that can teach it systematically therefore I will start learn it myself
Which jungle do you live in? :P

so far I really feel confused because I don't know where to start or how to start , should I start learning grammar and structure or just learn simply conversations by memorizing words and phrases ...ect ?
Just start with something, anything, for starters
Get a textbook guide and start with it, you can find some online. Or use websites that teach the basic grammar. I'm sure you can google well. I used Russian Language Lessons - Learn Russian For Free when I just started, it does a decent job of explaining the basics.

If I have friends via Skype , how can they help me and what to ask them to do for me ? to teach me conversations or to explain grammatical aspects of the Russian Language ?
If you don't know any Russian, it wouldn't be much use, unless you got specific questions to ask them (but you can do it on the forum as well, they usually reply pretty fast). I recommend to get the basics before you start chatting or writing in Russian. Should take a month or two at least of aquainting yourself with the fundementals and reading some basic phrases, sentences, etc.

To sum it up - You should start by sitting on your a$s and reading newbies guide to Russian.