It appears you have materials in your model already and they are showing up in your materials list as number s’1,2,3…’ If you expand the little arrow tabs on left and right of Asset Editor you’ll see more options for customizing SU materials in model or adding VRAY materials from library.
Check out this post with link to an overview of VRAY features for SU. Specifically, the section on materials. Let me know if you have any more questions.