With the Sketchfab Add-on for Blender, you can directly import and export models from and to Sketchfab in Blender.
At this moment, Sketchfab doesn't support Blender 4.0 files yet - uploading them (either through the add-on or directly through the website) will result in an error message. But as a first step, the add-on has been updated to let you search through over 800,000 Creative Commons models and load them directly into your scene.