Large-scale swarm robotic systems consisting of numerous cooperative agents show considerable promise for performing autonomous tasks across various sectors. Nonetheless, traditional motion planning approaches often face a trade-off between scalability and solution quality due to the exponential growth of the joint state space of robots. In response, this work proposes SwarmPRM, a hierarchical, scalable, computationally efficient, and risk-aware sampling-based motion planning approach for large-scale swarm robots. SwarmPRM utilizes a Gaussian Mixture Model (GMM) to represent the swarm's macroscopic state and constructs a Probabilistic Roadmap in Gaussian space, referred to as the Gaussian roadmap, to generate a transport trajectory of GMM. This trajectory is then followed by each robot at the microscopic stage. To enhance trajectory safety, SwarmPRM incorporates the conditional value-at-risk (CVaR) in the collision checking process to impart the property of risk awareness to the constructed Gaussian roadmap. SwarmPRM then crafts a linear programming formulation to compute the optimal GMM transport trajectory within this roadmap. Extensive simulations demonstrate that SwarmPRM outperforms state-of-the-art methods in computational efficiency, scalability, and trajectory quality while offering the capability to adjust the risk tolerance of generated trajectories.