A model must contain geolocation data before adding site context. See Geolocation in SketchUp if you still need to geolocate your model. When you open Add Location in a geolocated model the geolocation data will already be there.Click Import Context to continue to Add Site Context.

The first page you see when launching Add Location is Geolocate Model. Begin by narrowing down your location. Add Location will use your current location by default. You can specify a specific address, zip code, or location name in the box provided. As you type, SketchUp offers suggestions that match what you entered.