It would be better for you to stay with autocad on the flat pattern, then paste a jpeg image of the cutout onto the cone. The SW file would be huge and very very very slow.....
Thank you john however just as curiosity the jpg image of the cutout as you mentioned will be more like a displacement bumpmap right? or it is another reference you mention as we desire to make a 3d print from it and see the engraving on the cone as we print.
we have done also in autocad the engraving from the lines with depression just the lines however to make it as geometry.
We are able to import the lines with depth depression in solidworks as stp therefore indeed after to combine engrave line to the cone seems that solidworks is limited for that to make that option.