Pro-E Wildfire 2.0 cannot read or open a SW file, unless the file is exported first as a Pro-E file ("dumb" solid with coordinate system, and datum planes). SW can also export the assembly file as a Pro-E assembly.
However, especially with injection-molded parts, I have found it is better to save the SW file as a STEP file before importing into Pro-E. Sometimes this files exported from SolidWorks as a Pro-E file come in as a surface model, and require the geometry to be healed before it can be converted into a solid model. An eDrawings file can be exported from SW if you need to read a drawing with dimensions and tolerances.
I have heard that Pro-E Wildfire 4.0 can read SW files, and even recreate a feature-based history from the SW file. If this is true, I would be interested in hearing the results from another Pro-E user who has performed this test, as I do not yet have Pro-E WF 4.0.
