I have created a video for you on how to do it. An STL file is good for 3D printing but is not the best to work with in SW if you are trying to modify it. It will not do feature recognition and all the little triangles can be a pain. But if it is just to add to an assembly I hope this helps. You open it like any other file but when you choose the stl type there is an options button and then you select to import it as a graphic, solid body, or surface body. I think what you are looking for is to import it as a solid body.