You need to use the ShapeDiverDisplayGeometry component to assign ShapeDiverSimpleMaterials or ShapeDiverMaterials to geometry. The component takes two inputs: the geometry to display, and the material definition that is returned by one of the two material components mentioned above.
Preview in Grasshopper
Grasshopper will not always render accurately all the parameters from the material components. In particular, bump maps, normal maps and transparency maps will not be part of the preview. If you are using the ShapeDiverSimpleMaterial component, many presets use textures and specific online shaders which will not be reflected either.