Solidworks - Scale

You can't. Try scaling each part and then assemble.

Try saving the whole assembly as part(.prt). And then open it and scale it accordingly.

Edison: The best route to go is to open a New Part file while in the Assembly, then, while editing the Part file, use the "Join" command found in the feature menu. This will fuse the Assembly into one body in one file, then scale it. Any other way is going to have to be through configurations and scaling individually.