We demonstrate room-temperature stabilization of dipolar magnetic skyrmions with diameters in the range of $100$ nm in a single ultrathin layer of the Heusler alloy Co$_2$FeAl (CFA) under moderate magnetic fields. Current-induced skyrmion dynamics in microwires is studied with a scanning Nitrogen-Vacancy magnetometer operating in the photoluminescence quenching mode. We first demonstrate skyrmion nucleation by spin-orbit torque and show that its efficiency can be significantly improved using tilted magnetic fields, an effect which is not specific to Heusler alloys and could be advantageous for future skyrmion-based devices. We then show that current-induced skyrmion motion remains limited by strong pinning effects, even though CFA is a magnetic material with a low magnetic damping parameter.