I have received this question multiple times in recent past. Many are not able to find BizTalk's Financial Accelerator for SWIFT 3.0 (A4SWFT 3.0) in their MSDN downloads. This is because all Accelerators and Adapters use to be in different section until last year.
You can find A4SWIFT 3.0 at:
Server>>BizTalk Server 2006 R2>>BizTalk Server 2006 R2 Accelerators (x86) -
CD (English)
Few more helpful links:
BizTalk 2006 R2 Accelerator for SWIFT (A4SWIFT) v3.0 Service Pack 1:
http://www.microsoft.com/downloads/details.aspx?FamilyId=3F67A576-21AA-4BED-B405-5825F297EC16&displaylang=en
BizTalk Accelerator for SWIFT 2008 Message Pack is available at:
http://support.microsoft.com/kb/925731#DL2
All Adapters and Accelerators for BizTalk Server 2009 are at different section so no confusion there.