If you need to use the toolkit to insert fasteners and the like into your assemblies, you can also just head over to
McMaster and browse to the page with the screw/bolt/nut that you want, such as p/n 91251A194 for example. For most of the hardware pages, there will be an additional button added to the grey bar at the top of the page that says "Download". Click on that and select "3D SolidWorks" to download the .sldprt CAD file.
* Just note that on many of those models, while the thread profile is correct, the thread itself on the CAD model is purely cosmetic. (Usually the threads are just ellipses instead of a helical shape). For most uses, it's good enough.