Do you already have a Materials folder in User/App Data/Roaming/SketchUp/SketchUp 2017/SketchUp ? If so, you can add your folder of SKM files to that directory and then in SketchUp’s Materials window, go to the Details menu (icon to the right of the drop down list) and choose Open or create… Navigate to the folder containing the SKM files and open it to make sure it looks right… Then go to the Details menu again and add Add to Favorites.
As an aside, do not add your own materials to SketchUp’s own Materials directory in ProgramData. If you ever have a reason to uninstall or reinstall SketchUp you’ll lose your materials.