It depends what you want to do with the resulting STEP file.
If you want to simply get a STEP file that is an exact representation of the STL file's elements, ProE allows you to open the STL then save it as a STEP but the file size can be large and it still features all of the little triangles from the STL. I've never tried this with Solidworks but looking in SW2013 (Professional), STL is available as a file type under Open File.
If you want to convert an STL file from small triangulated surfaces into a solid CAD model with smooth, fully tesselated surfaces then that is a lot more work. Where I have experience of this is is converting STL files from a 3D scanner into solid CAD models. Most scanners output an STL file but don't be fooled by the claims that you can open this straight into CAD and work with it. Some CAD systems can open an STL but they're not much use for modeling with, the best you'll manage is to measure from it to check clearances etc. Typically, the scanner output will have small holes in the STL mesh and the surfaces are not smooth and cannot identify any geometric features such as striaght edges, circles, axis, etc.
To get from the scanners STL output to a solid CAD model that we can use like regular CAD model, we go through the following steps:
1: Process the scanner's STL output in Geomagic Qualify. This fills in any small gaps in the mesh (the number of these depends on the quality of scanner, its operator and the scan resolution). If its a lrage/complicated part that we'vew had to scan in muliple sections or views then we merge them into one file here. You can also smooth out the scanned surfaces to remove any noise in the scanned data. The STL is now ready for loading into a CAD tool but we don't have a solid model yet.
2: There are several ways to process the STL into a solid CAD file but the bad news is that I've yet too find a tool that simply opens up the STL and automatically converts/generates a smooth surface or solid model. There are several packages available but they all require you to select each area/zone of the STL mesh that represent a particular feature (a flat surface, a cylinder etc) and input the relevant info.
-Catia Quick Surface Recognition -This is an additional module, not sure now much it costs.
-Rhino -This is more of a styling system than an CAD system, I think there is a free trial available, we tried it but found it pretty slow.
-Solidworks Professional has a a 3D point cloud import module, I'd expct this to be able to work with an STL (STLs are generated by forming triangles between the points in a cloud, its easy to break an STL back into a point cloud).
-Geomagic Studio: All of the Geomagic tools are pretty slick and this would be my first choice but its still a labor intensive process to convert large complicated parts.
We normally outsource this work, its not cheap but generally the people who specialize in this work are much faster than we are. Its about 2 years since I did a lot of this work so things may have moved on a bit.
