Thank you so much, Marco!
Through your comments, I've tested some different conditions and I can almost understand how it works well.
Let me confirm my understanding below, is it correct?
1. When I use solidworks parts data (XXX.sldprt), Keyshot would loads packaged 3D data with the name "XXX" applying for a folder.
2. When I use solidworks assemble data (YYY.sldasm) containing some parts data (aaa.sldprt, bbb.sldprt, ccc.sldprt), Keyshot would loads separated 3D data with keeping hierarchy and its original name (YYY - aaa, bbb, ccc).
Under this specification, it seems so difficult and complex for me to use Solidworks data, doesn't it? Almost every time I make 3D model, I use only single parts data not assemble data. Is there another way to manage 3D model hierarchy and its group name, when I translate it to Keyshot? And, would there possibility to be able to be controlled even from parts data not assemble data in the future?
By the way, could you tell me what does IMHE stand for?