Skin appendages are appendages that are associated with the skin

Skin

-Dermis:The dermis is the layer of skin beneath the epidermis that consists of connective tissue and cushions the body from stress and strain. The dermis is tightly connected to the epidermis by a basement membrane. It also harbors many Mechanoreceptors that provide the sense of touch and heat...

 and serve a particular function. In humans some of the more common skin appendages are hairs (sensation, heat loss, filter for breathing, protection), arrector pilli (smooth muscles that pull hairs straight), sebaceous glands (secrete sebum onto hair follicle to oil the hair), sweat glands (can be sweat secreted with strong odour (apocrine) or with a faint odour (eccrine)) and nails

Nail (anatomy)

A nail is a horn-like envelope covering the dorsal aspect of the terminal phalanges of fingers and toes in humans, most non-human primates, and a few other mammals. Nails are similar to claws, which are found on numerous other animals....

 (protection).

Skin appendages are derived from the skin

Skin

-Dermis:The dermis is the layer of skin beneath the epidermis that consists of connective tissue and cushions the body from stress and strain. The dermis is tightly connected to the epidermis by a basement membrane. It also harbors many Mechanoreceptors that provide the sense of touch and heat...

, and are usually adjacent to it.