SWX only works on parts. You have two choices: 1) merge your assembly into a single part; 2) purchase SW Simulation.
Simulation Xpress allows you to do basic stress analysis on parts which are subjected to force and pressure.
SOLIDWORKS is offering different modules of simulation. You can choose one based on your need.
To know more about simulation product matrix you can visit below site
One way to get around that problem is to create a new part in the assembly and use Join command which will convert your assembly as a part. Then open that part from the assembly and run the SimXpress.
Hope this helps,