You can change the material properties in Solidworks. CosmosXpress uses the SolidWorks library.

As far as a data dump is concerned, I don't think so. I tried saving as an edrawing then save as an html which stores the data as xml. But to understand what that data means, it's up to you. You might try analysing a 1x1x1 block at 0,0,0 and see if it makes any sense.

You should see a polygon dump like vrml, although I don't know the structure of the file format.