You probably haven't the right to write in the folder where plug-ins are stored.
Can you try to place these plug-ins in the folder C:\Users\user\AppData\Roaming\eTeks\Sweet Home 3D\plugins (where user is your login) and restart Sweet Home 3D?

.sh3p files are supposed to be native SH3d files aren't they?

What do you mean by "native"?

If I use the menu "Furniture... Import... " and then either select a file or drag-and-drop a file. I get errors with .sh3p, .zip, and .obj files.

Import menus are not used to install plug-ins.