In response to your title, catia files can only be opened with SolidWorks Premium. If you have SNL, you probably need to load a Premium addin first (like routing or simulation).
Also 3D Interconnect is turned off by default. You'll need to turn it on by going to Tools > Options > Import > Change the dropdown to "Inventor/Catia...." > Tick the option 'Enable 3D Interconnect'
In response to your title, catia files can only be opened with SolidWorks Premium. If you have SNL, you probably need to load a Premium addin first (like routing or simulation).