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You can work with .rst (ReStructuredText) files since these can be imported in a notebook and that there are ways to convert from .sws to .rst in both directions:

sage -advanced

tells you:

File conversion:
  -rst2txt [...]      -- Generates Sage worksheet text file from standalone
                         reStructuredText source.
  -rst2sws [...]      -- Generates Sage worksheet (.sws) from standalone
                         reStructuredText source.
  -sws2rst <sws doc>  -- Generates a reStructuredText source file from
                         a Sage worksheet (.sws) document.

Also, all the documentation and tutorials are written in ReStructuredText, and can be used as worksheets. They can be a good source of example to start with.