As you want to export airfoil coordinates to the SolidWorks hence the coordinate database for airfoils usually come in 2D (in two column only has X & Y) and it's a tedious job to put 0 into the third column, Little changes to above procedure is needed (you can do it using matlab software or excel but I prefer this)
a database for airfoils coordinate comes below:
As you see the coordinates I take from the above site has no third column (it's normal as it's 2D). I choose "naca2415" for instance.
be careful it has usually headings include airfoil name above the file, delete it!
open a new part
tool--> macro --> new
choose a name for it!
little changes to program above as below (or you can download .swp that i upload)
you can also read the point from ".dat" files
Pay Attention to notes in step 4 (above)!
Save the macro and run it from SolidWorks as Above(Steps 5, 6 & 7) !
the result is shown below