We have some discussion about it here: https://forum.cadmunity.com/t/reverse-engineering-workflow/1264/1
I don’t know Onshape tools, but sounds like you saved the Mesh Data inside a Step, you need to convert the mesh to NURBS so you can use it as surfaces.
For that you will need a Reverse Engineer software, like Geomatic DesignX, PolyWorks Modeler etc. Rhino7 has QuadRemesh as an affordable option.
You could also fix and decimate the mesh in a specialized STL mesh editor or a 3D computer graphics software (Blender, ZBrush, 3DS Max, Maya), lowering the amount of data makes it better to import in SolidWorks.
Those software can’t convert it to NURBS, the STL mesh will be more like a reference 3D image while creating sketches/features in SolidWorks.