I use Solidworks all the time and often import Solidwork models into Bryce. My coffee cups and stratocaster guitar, both can be found in threads in this forum from 2006 and/or 2007.

Solidworks can save in many formats, including VRML. Bryce can import VRML. The model will import pretty good, but will import as one object. If you want to have multiple objects in one model, then I suggest use either STEP format, or IGES. Use another application, such as Rhino, or other CAD package, to import then export into some other format Bryce likes.

Caution, Solidworks can do extremely complex objects many file formats don't like. It may take more effort than simply exporting into OBJ. Thus, I found STEP to be rather good, but slow, and a bit large. IGES is usually my second choice. Going from Solidworks to Rhino to Bryce, I found I would have to tinker with the model in Rhino to group objects, else they might import into Bryce exploded, even as OBJ.