In this tutorial I discuss the differences between a Straight and a Premultiplied Alpha channel. How to spot the difference and ensure you interpret your files correctly when setting up your composite.
I also cover the Straight Alpha parameter that is offered when rendering Cinema4D Multipass renders.
While the non-free Unity3D Pro has some options for realtime shadows and lighting, it is often quite computationally expensive (takes a lot of CPU cycles for calculations).
The last step(s) are more involved and you can not do this with SketchUp alone... You could use 3ds Max or the LightUp SketchUp plugin or other tools. But as a student you can get a free license for Cinema4D, which can help you with baking the lighting into a texture map. This will render the scene, but instead of showing it on the screen it will be rendered onto a texture map which is wrapped around (a copy of) the model.
Step 1: getting the SketchUp model into Cinema4D (using the FBX file). Set units to Meters in C4D and ensure that all texture maps are properly found. You could rename the textures folder into "tex".