Look for the Paint Bucket tool or click on Window>Materials. I would suggest you read through the Help files and also watch the basic tutorials on the SketchUp site. I think you'll find them extremely educational.

On the Mac version of SU you could easily import them. On Windows, you need to convert them to something SU can import. If they are vector data, find a program that can convert them into dxf for instance and then import that. If they are simple raster files, convert them to image first and import that into SU.