I have no idea what I'm doing but recently received some files that were sent in a STL format that I need to open. I was told to use Blender to see these files but I'm not sure how to import them.
File -> Import -> STL
You can import the STL by running the operator you find in the Import section under the File menu. You should pick the right format and then navigate in the browser till you reach the target file.
At the lower left you'll find the import options (scale, units....)