Is the .wrl the only version of the assembly that you have ? (Seeing that you mentioned Solidworks). If blender cannot read it,
chances are that it might be VRML1 instead of VRML2/VRML97 - first line of the file should tell you this. If so, maybe the old "ivvrml"
from the "inventor tools" package will help, or try meshlab (not sure if the latter can read VRML1)