I'm trying to upload a DAE file (Exported from SketchUp) into Unity3D.
It imports the meshes, but all of them are grey. I guess it imports materials too, but all materials become grey or something. Here are the pictures of what I mean :
SketchUp :
Unity :
How can I import the materials with colors (or textures) ?
If you check the Mesh Import Settings on the model you imported in Unity3D you'll see there is an option to generate the materials for you based on what is in the mesh file.
See this page on the official documentation around importing models and their materials and assigning the textures to the materials.