Hi Pilou - actually exploding does not seem to be required. 
 
Try the following - create 3 boxes in MoI and export it to SKP format and then go to SketchUp and open the file. 
 
Now triple-click on one of the boxes - doesn't just that 1 box select for you so that you can move or rotate it separately from the other pieces? It seems to do that over here fine... 
 
> As all volumes from Moi arrive in one component 
 
It should just all be plain geometry, I don't think that there are any components defined at all. 
 
     - Michael 
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