SolidWorks can export its own CAD part files (.sldprt) to several other formats including the ISO STEP format (typically .stp or .step, but might be also .ste), which is pretty much what sldprt to ste conversion is about.
You can also use other CAD programs, like Autodesk Inventor, 3D Studio Max and others or dedicated CAD converters to convert SolidWorks files to STEP. Some exported can be also downloaded for free, like GrabCAD Workbench.
You can find more software options under sldprt to stp conversion entry.