Like boy09 said, you need a program called a "slicer" to get a file in a format your printer can understand. A "stl" file is simply a 3d model. Your printer does not inherently know the best way to convert that into the single layer lines used in 3d printing. So, you have to run a stl through a slicer (I use cura as well with my ender3Pro) to create the gcode file, which is the actual instructions on how to achieve the full print. Tells your printer when to move each of its motors, where to move them, and how much.
I would recommend browsing this guy's youtube. He is basically the godfather of ender3 printers. Knows everything about them and great tips to get the most out of them.
https://www.youtube.com/user/beginnerelectronicsHis Ender 3 specific playlistIt can be a tough and frustrating hobby to learn. I've rage quit several times due to failed prints. But it can be super rewarding if you keep at it.
Hope this helps out, but if you have any specific questions, I'll monitor this thread! Good luck!