how do I pronounce "sko" at beginning of skoldpadda? Is it "sh" or "f" sound?
Neither, in Swedish we call it the sj-sound. https://en.wikipedia.org/wiki/Sj-sound
Excellent, thank you Hashmush. I appreciate you providing me with this link.
Does it necessarily need to be "The" turtles? Does Sköldpaddorna necesarilly have that definite article property?
Yes, the -na suffix attached to the plural form of the noun is the definite article for plural forms of en-words. It functions just the same way that the -en suffix serves as the definite article for singular forms of en-words.