Learn Swedish: Vi behöver skor.

The singular is en sko (a shoe). It belongs to a group of nouns (Group 3) that form their plural by adding either -er or -r. Because sko already ends in a vowel, we just add an -r to get the plural skor (shoes).

Are there other words like sko that just take an -r in the plural?

Yes! Many short nouns ending in a vowel follow this same Group 3 pattern. Another common example is en ko (a cow), which becomes kor (cows) in the plural.

Both behöver and skor end in -r. Are those the same type of ending?

No, they are completely different! Behöver ends in -r because it is a verb in the present tense (the infinitive form is att behöva). Skor ends in -r because it is a plural noun.

Does the sk in skor make a soft sh-like sound or a hard sk sound?

It makes a hard sk sound, like in the English word skip. In Swedish, sk stays hard when it is followed by a hard vowel like o, a, u, or å.