You need a Slicer to translate STL files into the GCODE understood by your 3D printer.
While your downloaded STL-file is 3D-printer agnostic, the Slicer translates it into machine specific GCODE that is understood by your 3D printer.
Typically your 3D printer manufacturers shipp their own Slicer software or Slicer recommendation with their 3D printers. There are good reasons to stick with that.
While there are a lot of good printer agnostic “Slicers” out there, CURA is a great choice that is freely available.
A short and great comprehensive tutorial can be found here. Others can be found here