SolidWorks actually has a three day course in using the API. I have taken the class and it was excellent / well worth the time if you plan on doing anything beyond simply 'experimenting with / playing with' the API.
If you want to 'play with / experiment with' the API here's what you do :
Start SolidWorks
Right click on the toolbar and add the 'Macro' toolbar to your user interface.
Click the macro button for Record/Pause Macro (black lines with a red dot.)
Do some regular SolidWorks stuff : open a file, rotate it around, start a new sketch, draw a circle, extrude it, shell it, etc.
Click the macro button to Stop Macro. It will ask you where to save it. Save it somewhere.
Click the Edit Macro button. Find the macro you just saved.
You are now looking at all the API calls necessary to redo via the API whatever you just did in SolidWorks.
If you click run right now in the Macro editor (actually a sort of Visual Basic for Applications sort of engine) it will programmatically recreate all the things you did in SolidWorks while you were recording the macro.
If you cut and paste that into a normal Visual Basic project and make it run that code when you hit a button on your form, it will do exactly what you just did manually.
Clean up the code, generally the system generated code has a lot of duplicates and selecting of faces / rotating parts that you wouldn't need to do in the program.
Voila! you are half way through the first day of API training.