You need to go through an exchange that supports it like Poloniex. If your location does not allow you to sign up for a supported exchange you need to go indirectly. Changelly.com should allow you to go from SBD or STEEM into ETH/BTC/LTC.
Most exchanges accept those and from there you can go into dollars. In New York we only have Coinbase. They do NOT accept SBD so the 2 step process is necessary.
Alternatively you can buy Amazon gift cards through one of the partners here on Steemit.
RE: Need Help! How To Withdraw Steemit Dollar(SBD) To Local Bank Account?