The easy way to do this is to load SolidWorks in the background and use the GetPreviewBitmap method. The harder way to do this is to read the bitmap from the SW file itself. The SolidWorks files use the OLE structured storage, and the preview bitmap is in the stream called "Preview" if I remember correctly. The format is a DWORD that is the preview bitmap size and then that many more bytes of bitmap data. You should then be able to take that data and display it like a normal bitmap. I don't have any code to do this in VB, but there is an example in C++ on the SolidWorks website. Go to the API Downloads page and look for the "Retrieve SolidWorks preview bitmap and display lists" download. It has a whole lot of code that you don't need, but the main files are in the sldworks directory and are previewdib.h, previewdib.cpp, and restoredib.cpp.
Jonathan Anderson