If you can share the SOLIDWORKS data or images, probably that will help.
Typically this happens when Large Assembly Mode/ Lightweight mode is active.
Before opening the file If you have SOLIDWORKS installed on the machine turn this off under System Options > Assemblies and also make sure than under System Options Perfomance "auotmatically load components lightweight" is also turned off.
This was always reccomened but became more important with changes that were made during the 2018 release. If you don't have SOLIDWORKS installed then it is a bit more complicated as it needs changes in the Windows registry
Are you saving the SMG file from SolidWorks? or importing the Assembly file into Composer?
Are the file truly missing or just set to not show? Compare the assembly tree in Composer to the tree in SOLIDWORKS.
It's not 2018, but your import options probably changed up a bit in Composer and they are critical to Composer process and success.
Have you tested to see if you can replicate this behavior on another machine? You might have a bad install.