Producing a solid model of a cam in Solid Works is very easy.  First design the cam and produce a drawing of the cam.  Then select as shown: See below for the explanation of each selection.

1.  Just the Cam will create a solid model of the cam only.

2. Mid Curve Path will create a solid model of the cam and also create the curve paths at the center of each surface.

3. Follower Path will create a solid model of the cam and the pitch path of the follower.

4. Both Foll Path and Mid Curve, creates all three of the above.

See video of these selections.