Using gems isn’t something we support. In a shared environment like SketchUp it’s problematic to avoid version conflicts. (See more details: How to use a local ruby gem inside a Sketchup Extension - #15 by tt_su)
In addition to the conflict issue, some extensions require compiling, which doesn’t work out of the box on Windows because there is no default system compiler to do so, and you cannot expect end users to have this available.
You could try to install it in your local system Ruby installation, Then copy the gem into your extension. (Installing ruby gems in Sketchup - #2 by tt_su) That would be ok for your own usage. But, if you plan to distribute it I would recommend you fork the gem and wrap it in your own namespace, then build and bundle it into your extension’s namespace.
That way you avoid clashing with other extensions (requirement to be listed on Extension Warehouse). And you avoid the potential gem install/Gem.install issues on user’s machine. (Might fail due to expired SSL certs on older SU versions. Freezes SketchUp for the duration of the gem installation.)