You will need them to install the EPDM client version that matches their vault, ex. 2012 SP4, but you do not even need SolidWorks at all to gain access to the vault (Unlike Workgroup PDM). If they have a web server running for their vault that may be the best method for you to access the files, otherwise you will have to get the client install from them.
The SolidWorks License has nothing to do with SolidWorks Enterprise PDM (EPDM).
What you need:
1. Trusted network connection to their environment, this can also be accomplished with a VPN from them,
2. An install of the EPDM Client, you can get this from them, if they have an Admin image, the better.
3. If they are using EPDM with MS Active Dir, you will need a login from them.
If you need help setting this up we would be happy to help you.