There are millions of downloadable models that are usable, many of which have been modeled using SolidWorks; this gives you insight on how others create their models.
SolidWorks imports .sld* files natively. You can also fairly easily use .STEP or .IGES files and even have some options to modify the features of those. Think of these two like .PDFs compaired to .DOC's; one being static while the other is editable
There are also complicated models that are usually saved as .STL or .OBJ which SolidWorks struggles to truly handle. There are more graphical/organic models which have very few options for editing within SolidWorks
SolidWorks can export to a multitude of file formats for using with other software
.STEP/.IGES are the most common for sharing 3D parametric files between programs, however most of the features have been locked unless something like Feature Recognition is implemented
.STL/.OBJ are graphical 3D files often used for 3D printed or rendering applications
3D PDF is a great way to distribute 3D files for looking at, but there are only a few readers, such as Adobe's that can properly handle the files
SolidWorks can import many varieties of 3D files but only a few will retain full-viability
Features will be removed and graphical files may not even have entities (faces/edges) that can be utilized
Feature recognition is part of the FeatureWorks add-on that does its best to rebuild the imported models within SolidWorks, but it is severely limited
Click through the website until you come across the Product Detail CAD link
This usually means there's 3D models available
This site is operated by SolidWorks and is one of the best sites to upload SolidWorks parts and assemblies
Thingiverse is a great source for 3D printable models.
Unfortunately most are either not parametric and/or not in a format that was designed for parametric modeling. This means that most of these STL/OBJ files are graphical by nature and SolidWorks cannot do much to manipulate these.
SolidWorks does have some limited capability to import these files and use subtractive features such as adding holes or cuts
Thangs is a newer alternative to Thingiverse that collects from a multitude of sources
This site too is mostly 3D printable graphical models, but may have some more useful features for finding the model you're looking for
eDrawings is the equivalent to a "pdf reader" for SolidWorks and is installed automatically by default. It can open all SolidWorks files as well as other 3D documents and allows for the parameter measuring of features (if the user allowed this when saving)
This is useful for sending out models throughout a company without requiring everyone to have SolidWorks installed which limits the risk of unintended edits.
Grabcad seems to have a good mix between graphical files and parametric