how to download from 3d content central in solidworks
If You have paid service for SolidWorks then Drag and Drop option is available.
Otherwise You have to first download it from Content central in to folder on Your PC disk - on Content Central You have to create Account (free) then when You select model chose download options (file format, configuration etc.) and save it on Your hard drive.
Next step would be opening it in SolidWorks