I just took a look at the model in SU. It's very badly made, but what you want to do can be done.
In SketchUp click on each horse and the ground and just hit the delete key for each one. Don't do anything else on the model in SketchUp, just save it with a new name and then open it in 3DXchange. Once there you can make both the front and rear wheel pairs separate sub-props. Don't use "Exclude Back faces" in 3DXchange - more than half of the model will not be visible due to the way it's been built.
The front wheel pair are 28Skp Mesh, and the rear wheels are 25Skp Mesh, and when making each pair separate sub-props be sure to select both the front and rear faces together otherwise you will end up with only part of each wheel as a sub-prop.
Gerry
System: Win 10 Pro (21H2), Asus X99-E WS, CPU i7-5930K -3,5 GHz, 32 GB DDR4 2666-16 RAM, NVidia GTX 1080 Ti GPU - 11 GB VRAM(Driver Studio-536.99), Samsung 850 Pro 512 GB SSD, 6 TB HD storage.