The helicity-orbital coupling is an intriguing feature of magnetic skyrmions in frustrated magnets. Here we explore the skyrmion dynamics in a frustrated magnet based on the J(1)-J(2)-J(3) classical Heisenberg model explicitly by including the dipole-dipole interaction. The skyrmion energy acquires a helicity dependence due to the dipole-dipole interaction, resulting in the current-induced translational motion with a fixed helicity. The lowest-energy states are the degenerate Bloch-type states, which can be used for building the binary memory. By increasing the driving current, the helicity locking-unlocking transition occurs, where the translational motion changes to the rotational motion. Furthermore, we demonstrate that two skyrmions can spontaneously form a bound state. The separation of the bound state forced by a driving current is also studied. In addition, we show the annihilation of a pair of skyrmion and antiskyrmion. Our results reveal the distinctive frustrated skyrmions may enable viable applications in topological magnetism.