To apply material to a body / part in SolidWorks, open the part navigate to material option as shown in figure in the left pane and click edit material. You can also select the material directly from the list of common alloys show just below like 1060 Alloy, ABS PC, Plain Carbon Steel etc.. instead for going to another window..
Now select the material you want to apply in the window appearing next as shown in figure and click apply.
You will see the material applied to the part like this..