It might not be possible to export whole assemblies from SolidWorks (.sldasm files) directly to DXF format, but it might be possible for individual parts from the assembly. So you would have to use a tool that can disassembly .sldasm files first, before exporting the parts. Otherwise it is unlikely some direct and easy way how to do sldasm to dxf conversion exists.
Updated: January 17, 2023