License denies this action means "no license loaded". ZModeler works with license that it has loaded at startup, it will not work with license you've just submitted. So, after submitting your key and validation, you should restart ZModeler, to let it saves your license locally. Upon restart open "License Information" window: your license key should be there already. If it does, you can import/export/open/save. If it's not, your license was not saved locally.
To force ZM save your license:
1. add ZModeler into exclude list of your antivirus.
2. remove "CodeLib" files from "Shared" folder and start ZModeler once, so it download fresh empty license storage file; then close ZModeler and ensure it has got new CodeLib.zmx file in "Shared" folder.
3. start ZModeler with administrative privileges and perform activation. Then close ZModeler and ensure you've got CodeLib.dynamic file in "Shared" folder too. If you do, license is not stored locally.
You can load sketchup files via intermediate "Collada DAE" import/export.