I don't know what version you have but normally, importing files from SolidWorks into MasterCam is quite easy
Select OPEN.
Bottom of window, select the drop down menu and choose :FILE OF TYPE
Select Solidworks files (*.SLDPRT; *.SLDASM)
Also choose OPTION and check " Import SolidWorks History "
Normally, this will work but sometime, it will not, don't know why
Hope this help,
Jeff