If you are using SketchUp 2017, 3D Warehouse does now show an error when you click on Download. As 2017 and 2018 are now not supported for using 3D Warehouse inside SketchUp, your only option is to use a web browser for downloading models. Or, do your search in the Components panel, and click on the thumbnail of the model you want to download. That will directly load the model into your scene.