Is there away to click and drag an STL file from a folder or my desktop to Blender? or do I have to use the old fashion way file-import?
Good to note : drag'n'drop operations are being worked for Blender 2.8. .blend files can be managed that way already.
For importing files, I guess this will take more time since each file type have its own addon, and in order to be able to drag'n'drop such files you need to make some choices concerning the import settings being used or prompt an import dialogue window to let the user chose his jam.
Just the good old fashioned import I'm afraid. If you have a lot of STL's, I believe you can batch import them via. Python scripting. I have found this thread, this however is OBJ's and on Mac, but perhaps it cna point you in the right direction:-)