How to convert solidworks file into Tekla ?
What ever software it may be....
Check what are the supported formats for the software where you want to open solidworks file then covert that supported formats from solidworks...
If direct supported formats is not available in soildworks covert it into iges or step then using any online converters to convert to your desired format
I'm only assuming by your Projects that IFC file format may be of use for you.
Please see attached images for all the file formats that you can save to from SW2016.
The IFC export options allow you to categorize your part/assembly according to The OmniClass Construction Classification System (see http://www.omniclass.org/ for details).
Hope that helps.