EPDM and SolidWorks do not need to be on the same version. However, EPDM must be either equal to or newer than SolidWorks. For example, you can be running EPDM 2015 and SolidWorks 2014, or EPDM 2014 and SolidWorks 2014. But, you cannot run EPDM 2014 and SolidWorks 2015.
As another note, the service pack numbers of the software do not matter at all. Just the major version (year).
One more thing i would like to add is the version gap must not be more than 2 years.
Like EPDM 2015 would be compatible with SolidWorks 2014 & SolidWorks 2013, but not with SolidWorks 2012 or lower.