Yes, just apply a material with a texture (a picture of bricks/wood/etc). At that moment SketchUp assigns uv coordinates and you can apply a new material in Unreal.
If you apply a material without a texture in SketchUp (just a color) no mapping coordinates are applied.
The same for not assigning a material at all (keeping the default material in SketchUp).
I’m not sure but I think you must apply the materials to the actual faces and not to the containers (groups/components) for this to work.
ps. I hope you can make sense of this as I’m clueless about your level of expertise in SketchUp.