The name of the file is reusing the one from the sketchup file so it seems good.
If I check the doc here you should have a datasmith window with different options.
I do not have a sketchup installed: can you check if it is in the “Windows” options.
Else I would make sure of the following:
- deinstall whatever datasmith sketchup plugin you are using.
- reinstall a version from here Datasmith Exporter Plugins - Unreal Engine
- make sure the plugin is enabled in the extension manager Installing the Datasmith Exporter Plugin for SketchUp Pro | Unreal Engine 4.27 Documentation
- look for the datasmith window.