Hi Stefan,
The only file types supported by the 3D World Editor are VRML and X3D.
You can convert STL files to VRML or X3D files using the function "stl2vrml", as documented at the following link: https://www.mathworks.com/help/sl3d/stl2vrml.html
For more information on file types, see the 3D World Editor documentation page: https://www.mathworks.com/help/sl3d/the-3d-world-editor.html