from memory there is a module for Solidworks to import catia (I don't know the exact name but it's something like cat importer) on the other hand it doesn't keep the tree of the parts and you only end up with imported solids.
To my knowledge, it's impossible to keep the creation tree from one software to another, but I may be wrong.
@TontonVelu the Feature Works feature works very well on "prismatic" or sheet metal type parts, as long as you sometimes guide it a little. On the other hand, it does not work at all on shaped parts.
@Jose-accessa this feature is available in SolidWorks Pro and therefore Premium too.
As Jerome (who I think must work at CoreTechnologie :P says), there is the 3D_Evolution software but also Cadfix, Datakit or the catiaV5 solidworks translator add-on (cited on another post by Fthomas).
After that, nothing is free and it's often even rather expensive, basically it's professional, for pros... So think twice before investing...
At the same time, when you see that the SW 2013 files don't open in 2012, you quickly understand the commercial side of Dassault, so from there to create formats compatible between 2 softwares.... it's not tomorrow that it will change :/
from the same publisher, certainly tontonvelu ... But the graphics engine of the two software (CATIA and Solidworks) is completely different and that's the problem!
If we take a software like SolidEdges for example that uses the same engine as Solidworks, we have a much higher file compatibility although the function creation tree is still not there.
@Jose-accessa: You have to take the time to read the WhatsNews when the versions are available, or come and participate in the Kickoffs organized in several cities of France. This is an opportunity for you to learn about what's new in the next version and to meet other users in your region.