I am using SW2015 and Photoshop CS5, and I have no trouble making a PSD file in Solidworks and opening that with Photoshop.
For line type drawings...
My experience has been to create the views you need in a SW drawing(no title block), then save as into a AI (Illustrator) file. Once in illustrator you can clean up the view or additional info. InDesign can link the AI file into the manual layout.
For colored or rendered images...
Create PNG files of the views you need by rendering them or save as PNG from the model window. Manipulate them in Photoshop as needed, then link them as PSD files into the InDesign layout.