Please always read the help on the Extension Warehouse page from which you download extensions. It often has important things that you must know in order to install and use the extension.
The STL Extension EW page shows that (because this is a Ruby Export plugin,) it must put a separate “Export STL…” item on the “File” menu. (It will not be a choice in the “Filetype” dropdown menu, on the “Save As…” dialog.)
Furthermore, the STL Extension EW page says:
This function requires you to select one or more groups for export (so you’ll need to group your geometry before using this).
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