I Think you need to load a solidworks template file into windchill so that it has something to "create" when you tell windchill to create a new Cad document of type solidworks. Ootb, windchill does not include a sw template. Furthermore, you should set the proper solidworks property names in the template so that they map to your windchill attributes.
THere are a number of significant problems with the sw wwgm, so if possible you should use the latest version of windchill. At a minimum, use wc 10.1 m040 with patches plus sw 2014. If you do not install the patches you will run inti the disconnect problem.