Unfortunately, you don’t have a default option to import SKP files in Blender. It is quite common to get a SketchUp file from the client and get a request to make it look “pretty” with a render in Cycles. In many projects related to architectural visualization using Blender, you can have a starting point from a model received from a client in another software, such as SketchUp.
How to import SketchUp (SKP) files to Blender 2.9?