Hi guys, I can't calculate the mass of this part even though it is selected and material property is assigned. Anyone knows where i did wrong? Thank you!

I believe those are tangent lines, you can stop viewing them by selecting shaded w/o edge lies in view, or in drawings right click > tangent edges > remove will make them invisible. John was right that your biggest issue seems to be that it is being treated as a surface instead of a solid object, and surfaces, being 2 dimension, have no volume and therefore no mass. Have you tried feature manager to get solidworks to construct as much as possible of the surface from features? Might be worth a try if surface stitching+filling doesn't work, and if neither of those are effective the fault lies with the source of your file.

If that is the case, it may be that they wish you do not have full access to the details of the part for trade secret reasons, as many companies will just export external surface models for others to use in their business practices. If this is not the case and it is just misunderstanding, you should be able to contact them to get the part in other forms, such as iges or step.