What version of Cura are you using? Something earlier than 3.x?
There's something about SolidWorks that doesn't correctly generate the .stl files. Doesn't follow the defined "standard". Cura uses the "numpy-stl" standard.
Open up your .stl file in a text editor. You will see in the header "solid your-file-name and a bunch of spaces " Total length, 80 characters (no quotes within these 80 characters), then a bunch of binary symbols. In front of that very first word solid add an _underscore. So it will look like this _solidyour filename a bunch of spaces . Then after your filename delete a blank character; (you added a character now you must take one away, no more than 80 characters in the header).
Hhhmmm okay. Try what I said with that file and see if that works. The version I use is a branch off of the main Cura program with their own developers that were able to apply their own custom fix to the software.
I have problem with CURA 3.5 too. When open the files from the icon located in upper left corner it is OK, but if I drag and drop STL file, cura shutting down. And somethimes, during a "Print via USB" on the display of the printer apear a "click to continue... " message, and the printer pause. I'am not shure is that problem with cura, but yesterday i see it for a first time. And this is after I updated the Cura.