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Once you've installed the Datasmith Exporter plugin for SketchUp, you'll have a new .UDATASMITH file type available to you when you export a scene.
Follow the steps below in SketchUp to export your scene using this new file type.
From the SketchUp File menu, select Export > 3D Model.
In the Export Model window, select Unreal Datasmith from the Save as type drop-down list.
Browse to the location where you want to save your new file, set its file name, and click Export.
End Result
You should now be ready to try importing your new .udatasmith file into the Unreal Editor. See Importing Datasmith Content into Unreal Engine 4.
Along with your new .udatasmith file, you'll see a folder that has the same name but with the suffix _Assets. If you move your .udatasmith file to a new location, make sure that you also move this folder to the same location.