In Skyrim on the beginning you have to choose to be human, elven, anthropomorphic cat or lizard race.
Ofcourse this is taking place on the imaginary planet Earth (our world) but with other imaginary species like : dragons , trolls and other species (legendary stories species) .
Consider it like our world only with legendary myth species that were alive so its Earths history
There is humans on Skyrim (homo sapiens) because of their similar look to us lol
They have books , taverns , hotels , shops and many similar things to our past world also they have gold , silver etc etc.
So its Earth only with different past history
EDIT : ALSO DONT GET TO MUCH DEEP IN GAMES !!! I DONT WANT YOU TO CUT PEOPLE LIKE THEY WERE DRAGONS LOL