Adding a window for additional light and ventilation should help to add value to your T/H. You might want to start by attending a board meeting or mailing in a request for exterior changes to your unit. I'm sure they can fill you in on the procedure. The HOA (Board of Directors or Architectural Committee) usually have the final say on whether the window will be allowed. In my experience, the amount of detail varies on the HOA, but you should expect to provide specific details as to the size of the window, its location, it's similarity to the original windows currently installed, who will be doing the work, possibly an architectural or structural engineer's drawings of the proposed window installation, and possibly a trip to the city buliding department to make sure that the window is feasible and what permits you might need. This would apply to installing a skylight as well. The other question is who is responsible for leaks or repairs around the window or skylight should they be installed improperly. Many HOA's are responsible for the exteriors of the units, but in your case you may be jeapordizing the coverage if you add a window or skylight.
If you live in a large complex, you probably have a community manager. Call or e-mail him or her, if you do not know your HOA's ARC procedure.
In most HOAs any work that affects the exterior of the building needs to be approved. However, I don't see why that would present a problem.
The reason the HOAs require approval is to somebody does not make an "improvement" that would affect the overall value of the building. Look upon it as a positive. Talk with a board member and ask.
You might want to check out Solatubes. They can re-direct natural light.