For just one assembly? If yes, right-click on the assembly name in the tree and choose "Component Line Font..." from the drop-down. When the dialog box comes up un-check "Use document defaults". Then choose the desired line thickness from the drop-down. If there are multiple views of the assembly in your drawing them this change will affect all of them by default (Apply to: "All views" near the bottom). If you only want it to affect the desired view, then choose "From selection" instead.
If you want to make this change to all model edges, then go to Tools > Options > Document Properties > Line Font and make the appropriate selections.