SketchUp (Pro) already has a 3ds exporter built in. With the free version, you can have different workarounds like exporting to kmz and then (in a 3rd party app like the free Blender for instance) convert the kimz into something else etc...
However, since Sketchy Physics doesn't animate objects based on scenes, you won't be able to export any animation from SU. The only way is to use a screen (motion) capture application like Auto Screen Recorder for instance (but of course, there are several other apps) which also has a free version.
When you change the Scenes (Stone and Brick), the texture of the walls will also change. Examine the visible/invisible layers (and the groups on them) associated with the scenes.
The texture on the walls will change with the scenes. There's no "transition" however. Made simply the same way you generally make "changing" geometry with on/off layers and scenes.
Ad far as I know, Sketchy Physics won't create scenes t5hat are needed in SU in order to export animation natively. Try some screen capture software for that - I use AutoScreenRecorder (Free version) for that and am satisfied with the results and quality so far: http://wisdom-soft.com/products/autoscreenrecorder_free.htm
As for colours - I guess it's just like with other SU geometry; you can use any materials with the Paint bucket tool to change the colour.