SolidWorks can export its own CAD part files (.sldprt) to several other formats including the ISO STEP format (.stp, .step), which is basically what sldprt to step conversion is about.
You can also use other CAD programs, like Autodesk Inventor, 3D Studio Max and others or dedicated CAD converters to convert sldprt to step as well. SoldiWorks formats are also well-supported in free solutions like the GrabCAD Workbench.