Solidworks and Instruction Drawings

You can do an “explode sketch” in an exploded view in Solidworks:

http://help.solidworks.com/2012/English/SolidWorks/sldworks/t_Showing_Explode_Lines_in_Explode_Views.htm

If you want better arrows etc., I’d make them as seperate solidworks parts, and make an assembly configuration with them.