put solidworks or creo files to zemax folder in documents for example C:\Users\xxxxx\Documents\Zemax\Objects\SolidWorks Files. qXP1Q3
start zemax, when you change object type as solidworks part file you will see part files in folder. when you chouse one of part file zemax automatically starts solidworks and opens part file in solidworks and import in zemax. x%IXwP0
when you start comand edit part on companent editor screen you will see part in solidworks. k Z+ q
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If it didnt work on your computer you must uninstall solidworks and zemax, set up solidworks and after that set up zemax again