There is discussion in my ChatWorks, discussion how to model a knurling in SolidWorks. It not difficult, just that it consume quite a lot of memory. So, below video capture the steps. Hope this is helpful.
note: I received a few followers complaining the video hang too long. Ya, I purposely put it to let you roughly estimate the time needed to load the final feature which consume lot of memory. So, it was not any technical error or what.