The COSMOS Companion series are available in attachments to Solutions in the SOLIDWORKS Knowledge Base. Simply search for "COSMOS Companion". In each Solution, you will find the pdf and also (when available) a recording of the presentation.
The ZIP file doesn't have 121,122,123 or 124 (nor any of the video files).
The SW KB returns 23 results for "COSMOS Companion". Files 107 and 116 are missing.
Having both resources hopefully gives a complete set of files.
Thank you both for posting these.
COSMOS Companion 107 about "tips & tricks on SOLIDWORKS modeling for subsequent analysis in SOLIDWORKS Simulation" is available in attachment of Solution Id: S-011372
COSMOS Companion 116 about "Analyzing Welds and Weldments" was removed because the method suggested therein was made obsolete when we introduced Edge Welds.
COSMOS Companion 121 to 124 are available in their respective Solutions.
Note: There is a better, newer and more technical series of videos to help you best use SOLIDWORKS Simulation: The SOLIDWORKS Simulation Step-Up series. Make sure to check it out.