I have used SWX for years and use it daily.
Just build stuff. After learning the basics through the tutorials, get some measuring tools (tape measure, dial calipers, etc.) and build objects you have around you. Starting with simple shapes.
There are some pointers the tutorials do not teach. Build your shapes symmetrically about the reference planes and origin in the parts environment as much as possible. This helps a lot when you begin building assemblies from your parts in the assembly environment. Extruding parts always defaults to "Blind", which extrudes from the profile out. Practice extruding from the "Mid Plane" for your base shapes.
I never learned much from the tutorials. It's mostly hands on learning to make the software do what you want.
Enjoy.