I don't know how to build relationships

In a sentimental way, I don't know how to do that. Simply I can say that I'm shy and I don't know how to talk to girls (I'm male), that I lack social skills (I don't think that this is my real problem, and please don't understimate this) or that it could be related to my sexual confusion. But it's all a mess.
When I say that I don't think that my problem can be related to social skills, is because I've used to feel calm and tons of ideas came in my mind so that I could find a way.

To explain this I've thought about this: when I hear or read people complaining about how bad they feel about their 2,3 years relationships problems, I notice that I feel the same about a girl I've seen or talked to like 2 or 3 times.
It is somewhat related to anxiety, but at the same time anxiety prevents me from finding a way to talk about this. I should solve this, writing and thinking about it, I'm not talking to you but I'm talking to myself. This is how I feel most of the time.
I want to have a small talk with someone, I don't do it, why? I don't know. I'm used to do it and I will eventually find out why later. I don't know what to say, I could talk about this forever.. enlighten me if you can.

I'm not sure I can enlighten you. Relationships even in the best of situations are complex and difficult. I observed some things from my parents I use in my life.

I engage someone new in simple and easy chit-chat. I know it takes time to build a relationship so I never rush. I try to be open and honest so that I can build a relationship over time. Usually, after a few dates, or encounters I can see where or if this has any potential and I act accordingly.

But even if I am ending it I do it with the utmost care and handling. I never want to make an enemy.

If things progress then after time I take it up a notch. Dinners out, movies, concerts, visits at each other homes, maybe even visiting each other families. Late night talks, maybe some kissing and hugs.

This is where I usually screw up. I was a victim of "rape." So I have a hard time getting any closer. I experience real fear and most folks are not willing to help carry my load.

Sorry, I unloaded here. My encouragement to you is to remember this isn't quick or easy. It never is. But if you slow down and proceed with caution just maybe, some day the timing will be right and things will blossom for you.

If you ever want to talk I would be more than willing to listen.

Maybe I'm jumping to conclusions, but the way you're thinking about this leads me to think you put effort into figuring yourself out, that you probably think and feel very deeply. Is that accurate? I've never understood how people slowly develop relationships; for me, if I'm going to connect with someone, I usually experience a really intense connection really quickly, and it is almost embarrassing because it doesn't seem other people connect very easily - a lot of people seem to resist connecting at all. It makes me feel really awkward because I have a hard time discerning where their boundaries are, or to what depths it would be appropriate to expose the connection I'm feeling with them. Is this anything like you? I might be way off base, but if that's kind of where you're coming from, then the best advice I can give is: "Embarrass Yourself".

"The best things in life are on the other side of fear."

You're lovely and like many maybe you're not the best at building relationships. But don't sell yourself short you're worth so much more. Forget whoever doesn't see your worth.