You can’t just import .skm files into your SketchUp models. You need to put the .skm files into a folder in the Materials folder (User/AppData/Roaming/SketchUp/SketchUp 2024/SketchUp/Materials) Then when you open SketchUp and go to the Materials panel, you’ll be able to select that folder and see the materials. The AppData folder is normally hidden so you need to show it in File Explorer. Alternatively you could change the location SketchUp looks for your materials in Preferences. I’ve found it is generally safer to use the default location, though.
Here’s an example showing one of my wood grain collections.
And that collection in the Materials panel.
