SolidWorks supports ISO STEP format (*.stp, *.step) by default, so you can simply re-save the part as SLDPRT. The option would be to find a program that is capable of saving in SolidWorks' formats which may be a little tricky. However it should definitly be possible to perform a STEP to SLDPRT conversion.
Convert ISO-10303 STEP product data to SolidWorks CAD part.
We have found 3 software records in our database eligible for .step to .sldprt file format conversion.
Microsoft Windows software - convert step to sldprt on Windows
A 2D and 3D CAD construction software
Convert from step file format
The tables with software actions are a good pointer for what a certain program does with various file types and often may give users a good hint how to perform certain file conversion, for example the above-mentioned step to sldprt. However, it is not perfect and sometimes can show results which are not really usable because of how certain programs work with files and the possible conversion is thus actually not possible at all.
A set of 3D modeling tools
A CAD visualizaton, analyzation and translating system