I am worried about my future. I do not know how to build my skill set in SAP FICO as a functional consultant?

maybe it's one of your senior colleagues who you could become friends with. Sometimes people don't want to share their knowledge with others, and it depends on you if you could persuade a mentor teach you. I find this way to be the fastest one.

I think your question is covering the SAP consultancy industry as a whole. As I understood the skill set you are talking about is covering technical knowledge of the system's configuration, integration, expansion issues. If that is the case then I would recommend:
1) Find a mentor! maybe it's one of your senior colleagues who you could become friends with. Sometimes people don't want to share their knowledge with others, and it depends on you if you could persuade a mentor teach you. I find this way to be the fastest one.
2) New projects! on SAP projects the most experience you could get on configuration are roll-out projects. Look for new opportunities and projects from the scratch;
3) Practice! use sandboxes, external platforms for learning SAP (I know there were few of them which provide you with thei sandboxes and other feathers to learn and practice);
4) Read! sign up to most popular SAP forums,
read SAP Press books and other material. (I found different material developed and posted by experienced professionals);

It all depends on you! If your current position doesn't provide you with favourable circumstances (roll-out), then it's in your hands to develop on your own. And it's always about the time! GL