Create a folder in My Documents and call it something like Wood Screws. In SketchUp go to the Components window and click on the + in the upper right corner (upper arrow) to open the secondary pane. Then open the Details menu by clicking on the button shown at the lower of the two arrows, below.
In the menu choose Open or create local collection… Navigate to your Screws folder. Make sure the top one is set to In Model. Click on the dog house icon to make sure.
Now to save the screw, drag the thumbnail for your screw from the top to the bottom. Click on the Details button again and choose Add to favorites…
If you need a different size screw, drag in your component from the Screws library, modify it and give it a new name to describe it. Then you can drag the new one from In Model to the Screws library.
I have made lots of wood screws over the years. They all started from a single 2 in. long #8 flathead screw. I just change the length, diameter and head when I need a new screw.