There is no true concept of ‘Assemblies’ in SketchUp. Objects can be nested and the toplevel ‘wrapper’ can be a Group or Component. But it could contain a mixture of entities. A .skp file can be inserted into another and would be wrapped as a Component. The filepath would be remembered, but would not be updated automatically, you need to ‘Reload’ manually.
Associative assembly functionality is typically provided by MCAD 3D NURBS solid modelers as the mentioned SWX or Inventor or Alibre etc., which SU is per definition not.