Magnetic skyrmion motion induced by an electric current has drawn much interest because of its application potential in next-generation magnetic memory devices. Recently, unidirectional skyrmion motion driven by an oscillating magnetic field was also demonstrated on large (20 micrometer) bubble domains with skyrmion topology. At smaller length scale which is more relevant to high-density memory devices, we here show by numerical simulation that a skyrmion of a few tens of nanometers could also be driven by high-frequency field oscillations but with the motion direction different from the tilted oscillating field direction. We found that high-frequency field for small size skyrmions could excite skyrmion resonant modes and that a combination of different modes would result in the final skyrmion motion with a helical trajectory. Because this helical motion depends on the frequency of the field, we can control both the speed and the direction of the skyrmion motion, which is a distinguishable characteristic compared with other methods.