Something is strange here. I don't have the "Download SDKs" pull-down in my admin console. Instead I have a pull-down for "Sample Apps," which all point to the sample applications instead of SDKs. I used the Bitnami console to launch my DF instance on Amazon. Could this be a version problem?
As for using Swagger to create the SDK, I'm not sure this is a good solution. If I have to custom script my API in Swagger, why would I use Dreamfactory? At that point, I would just create a Sails app.
I'm sure I'm missing something simple here. I'll go through the docs and tutorials a little more.