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SkyTeam is the airline alliance.
They do not issue frequent flyer accounts or points.
Flying Blue is the frequent flyer program for KLM and Air France.
They will give you an account number where you store your miles.
You can earn and redeem miles on any SkyTeam partner like Delta.
You cannot however transfer your miles between the SkyTeam airline programs.
Delta’s program is called SkyMiles.
You can again redeem and earn miles on any SkyTeam partner like Air France or KLM.