Is there a macro which imports points from excel and then creates lines joining them?
There is a feature called "curve through xyz points" which allows you to import a text file.
Insert>curve>curve through xyz points>...
here's an excerpt from the help file:
" You can also create 3D curves in Microsoft Excel for example, save them as .txt files, then open them in SOLIDWORKS. Create a file containing coordinate values for curve points using a text editor or worksheet application. The file format must be a three-column, tab, or space-delimited list of only X, Y, and Z coordinates. Do not include any column headings, such as X, Y, and Z or other extraneous data. "