There used to be one in conjunction with materiality but have not seen anything since upgrading to 2016 Premium.
It is still there but for Simulation Professional and Simulation Premium users with active SolidWorks Simulation subscription service.
So You will have to lounch the addin and then you can access the libraries.
We have a membership to Matweb that allows us to download materials into Solidworks.
Online Materials Information Resource - MatWeb
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