Dude, that’s a lot of questions. Let’s see.
Each color corresponds to a .skm (SketchUp Material) file. The six libraries correspond to six appropriately named folders (directories), which I have shown above. The folders contain the .skm files, one per color. The skm files are named thus: SW [number] [color name].skm. For example, SW 6011 Chinchilla.skm. You can open the folders from inside of SU using the Details Menu > Open or Create Collection. You can thereupon list the colors in the Materials browser, thus:
A .skm file is actually a zip file with the extension renamed to skm. You can open them with WinZip or the equivalent. Each skm file contains a set of xml data files defining the color or texture along with the original image file in the case of a texture, along with a thumbnail for display as a swatch in the Material browser.
As far as I know, you can’t import your Illustrator colors. You’d have to recreate them one by one by entering the color codes, either in RGB, HSB, or HLS. There is a plugin that will allow you to make a folder full of skms from a folder full of jpgs.