Note that we don’t recommend relying on the Gem system within SketchUp for a number of reasons. (More details in this post: Install Prawn gem in SketchUp 2016 - #2 by tt_su)
If it’s an internal extension then you’re probably fine, but if you are going to publish it then it’d be best to bundle the gems you need in your extension under your own extension namespace. (This is required if you want to host the extension on EW.)