Are your Cadkey file 3D solids or wireframe geometry?
If they are solids SolidWorks should open and import the file directly. Otherwise you could export the Cadkey solid as a SAT and import that into SolidWorks.
If they are wireframe models it will take more work. You can first create solids...
Start a sketch on the face you want the logo on.
Go to Tools>Sketch Tools>Sketch Picture
Select the image file of the logo.
Just locate and resize as needed and close the sketch.
The image is now on the part. Really cool
