Cathy, it looks like Pilou and I are tag-teaming again. Normally folks do import components directly in a model and you can do that from either the Google toolbar or by searching in the Components browser. You can then save the component to a local library, including Components Sampler if desired. That said, I downloaded a tree component and saved it in the Components Sampler library as you described. The tree component does appear in the library as expected. Is it possible the component didn't really end up in the Components Sampler folder?
Was that library already open in SketchUp? Those thumbnails don't dynamically update so the tree wouldn't show up there until SketchhUp had a reason to reload the thumbnails. Reopeing SketchUp would be one way to do that. Selecting a different library and coming back to Components Sampler should do it as well.