Furniture > Import Furniture library is useful to import SH3F furniture library files only, and is not supposed to split into different parts a collection of 3D models belonging to the same Collada file! [;)]

You should install the free version of SketchUp, open with it the SKP file of the model you found on Google 3D Warehouse then for each model you want to import in Sweet Home 3D, select it in SketchUp, copy it in a new document and save it at DAE/Collada format by choosing File > Export > 3D Model... out of the menu of SketchUp.