Many of those options become active once you start a document. Choose a template from the right, and once that is open the menu items will be active.
You then hit the next problem, which is that although SketchUp can export OBJ, it doesn’t natively import OBJ.
Read this 8 year old topic, what it says would still apply:
The plugin mentioned does cost $79. You could check whether Polycam can export in other formats. It looks like it can do Collada and GLTF, either of those will import into SketchUp without needing a plugin.