Basically you cannot import large STL 3D mesh files into solidworks because of the inadequacies and flaws of the native STL importer. If you are running 64 bit mode and have Scan To 3D available to you you can, however import 3D mesh files in the .OBJ format which has no size restrictions.
1. You should be using 64 bit Solidworks with an adequate amount of memory - Most likely 8G min as mesh files take up a lot of space.
2. Go to "Tools->Add In's. Check Active and On Startup for Scan to 3D
Convert STL 3d mesh files to OBJ 3d mesh files
3. Download and install the 64 bit edition of Meshlabs from http://meshlab.sourceforge.net/ We will be using this to convert mesh's from stl to .obj file format.
4. Start Meshlab
5. Repeat as needed for each STL file.
5a. "File->Import Mesh." Select an STL file. Click on Open.