To the best of my knowledge any model imported from SolidWorks will no longer be feature based. The best import/export option is STEP. You can import an assembly in STEP format and you will get individual parts assembled in the correct relative location but there will be no assembly constraints.
I beleive there are more advanced modules that can be purchased for manipulating imported geometry but it remains in my mind one of ProE's major flaws that it doesn't play well with others. I usually end up falling back on Cadkey for working with imported data. I can create sketch geometry and bring it into ProE in AutoCAD DWG format to build native ProE models. When doing this Intent Manager is pretty hit and miss. If the geometry is at all complex Intent Manager become Intent Mangler.