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Let me give you an example first.
"Alpha Bravo, we have enemies on our flank." reported the pilot. "Roger that."
Versus
"Alpha Bravo, we have enemies on our flank." reported the pilot. "Try to take them out." ordered a commander from the aircraft carrier. "Roger that."
Is it ok to omit dialogue like these? And what are some good ways to go about it?
You left out important information. You can and should cut dialogue, and make it concise (unless your character is loquacious by nature), but as an author you need to make things clear. Your formulation does not do that, we don't know what Alpha Bravo did.
The pilot said, "Alpha Bravo, enemies east."
Alpha Bravo responded, "Engage."
"Roger that, engaged." He pushed the stick to dive, he wanted to come up under them.
Try to keep dialogue short. Description can be long, you do want to create an image of what is going on. But soldiers tend to speak in shorthand, and they are trained to repeat orders for clarity just in case there is any bad reception.
You have to omit some dialogue or the story slows down.
One thing you can do is make it indirect speech and leave something out. For example:
'I think you are the vilest creature that ever crawled on the earth. You stink of sweat and urine,' Alice said. 'Bill, you're a disgrace to the planet.'
Alice said Bill was the vilest creature on earth.
Alternatively, you can paraphrase it:
Alice said she despised Bill.
Another choice is to just leave the whole section of dialogue out completely.
It's fine to skip over dialogue as long as you are not removing important context.
Example 1-
"Can you get the salt and pepper, dear?" Alen's mother asked.
"Sure thing, mom," Alen replied.
vs.
"Sure thing, mom," Alen replied.
This is a pretty egregious example, but if you're removing all the necessary context to wonder why Alen is even saying this to his mom, then it'll just make things confusing. An example of where to remove it would probably be the following.
Example 2-
"Can you get the salt and pepper, dear?" Alen's mother asked.
"Sure thing, mom," Alen replied.
vs.
"Could you please acquire the salt and pepper for me and your father, my precious son?" Alen's mother asked. "Both of them are approximately two centimeters away from where your hand currently rests on the table, and each container is labeled with the exact name of the substance that they contain. Now reach out your hand to grab it and bring it to me before my pasta gets cold."
"Sure thing, mom," Alen replied. "I will acquire the salt and pepper that are approximately two centimeters away from where my hand currently rests on the table. I can see that each container is labeled with the exact name of the substance that they contain. Now I shall reach out my hand to grab it and bring it to you before your pasta gets cold."
You want your writing to be as concise as possible and not just a jumble of word salad, so it's perfectly fine to cut out what you think you don't need. Just try not to remove important context. Your example makes sense in both scenarios, so it's fine either way. It's a matter of preference and a matter of how much time you want to waste on any one particular scene. If it adds nothing to your story, remove it.
Who is your viewpoint character? The pilot, or a passenger/prisoner/spy, or someone else altogether?
If your viewpoint character cannot hear the reply from the person on the end of the line, then you would omit what that person says.
To your question: "Is it ok to skip over some dialogues, and how do we do it?"
The answer is yes, it is not only okay but sometimes necessary. We 'do it' by keeping the story firmly anchored within viewpoint.
Brenda worked at the ropes tying her hands together. In the cockpit, the pilot seemed to be running into trouble.
"Alpha Bravo, we have enemies on our flank." After a moment, "Roger that."
Since we are in Brenda's viewpoint, that's fine. Pay attention to viewpoint.
If the pilot is the viewpoint character, then you are free to report both sides of the conversation, but also free to tighten. With such a short interchange it's virtually impossible to say what should be cut and what shouldn't. However, over the course of, say, 1000 words, most intermediate or advanced writers can find areas to tighten. Whether they should be or not is up to you.
