In solidworks, I have found you must model 3d dimensional textures... however, a program called Strata design 3d allows you to add textures to a part. (there is a free tryout of this software, that I used when designing an egg package for disney, which you can see on my profile.) Solidworks doesn't have the capability (as far as I know, and I don't know much...) to add a texture that is 3-dimensional.
It is possible to add a 2d texture (much like a decal) to a part. This gives you the feel of having a texture, but it wont 3d print with that texture. I have tried...
additionally, if you do get the free strata download, message me on my profile, and I can show you how to use it to apply a texture, like the leather texture you mentioned
Go to your part and click appearances. It should bring up a side menu like the one shown. click texture instead of color (on the right)
Once you open the texture menu, your part will be colored like shown.
scroll down until you see an option to browse for an image. select the image of the texture you desire.
there are some more options under the advanced version... here you can select a pre-made texture to apply (i used a chain link texture)