Once this was possible. No longer and I’ve tried R5 and R6 and all the sucessive 2014,2015,2017 and 2018 versions from 3DWarehouse.
This should still be possible.
Is there any error message?
It says
Joseph,
yep that’s the case unfortunately. 3DWarehouse no longer keeps a version old enough for the Rhino 5 .skp import plugin.
Rhino 6 will do the job though.