Toolbox is not available for SOLIDWORKS Standard. You can see what license you're running by launching SOLIDWORKS and going to Help>About SOLIDWORKS
If you have a Professional or Premium license, you should be able to go to Tools>Add-Ins and turn on Solidworks Toolbox Library.
If you have a Professional or Premium license and you don't see that add-in, you may not have installed it/it wasn't checked during the install.
Also, if you're running SOLIDWORKS 2015 SP4 or older that has been installed after July 2015, you will need to address the Microsoft KB 3072630 issue reported in S-069551