No, this does not violate the law of conservation of energy.
The law of conservation of energy states that the energy can neither be created nor be destroyed but can only be transformed from one form of energy to another.
In the given scenario, the driver applies brakes and the car skids for some distance before coming to rest. Here, the energy initial kinetic energy of the car is tranformed into heat energy and sound energy due to friction between the wheels and the road.
Hence, the total energy of the system remain conserved.
Thus, the law of conservation of energy is not violated.