3ds Max natively supports the import of formats from SolidWorks (.sldasm, .sldprt) if both these programs are installed on the same system. You can do that from the application Menu ► Import ► Select File To Import dialog ► Files Of Type drop-down list ► Choose SolidWorks files.
You can also find some dedicated 3D conversion programs, like Babel3D, that should be capable of sldasm to 3ds conversion.