Jules misheard you and thought you were talking about .gcode files.
STL files are the 3D model of what you want to print. You need a separate program to turn this into information the printer can use to build the object. That's called a slicer program.
Download and look over
this Beginner's Guide. Information about slicers and the 3D printing process in general starts on page 7.
There's two options recommended by Makergear:
Simplify3D (costs $150, but offers 2 weeks to return it for a full refund)
Slic3r plus
Pronterface (Free, with Makergear supplied configurations on that SD card)
Some other free options are:
Cura (loved by some, but you'll have to figure out most of the M2 settings yourself)
MatterControl (has a decent, but not great default configuration for the M2. You won't get the nice startup script that comes with Simplify3D or slic3r, though we could help you add it)
Honestly, if you're willing to put in the extra $150, I'd go with Simplify3D. It's just easier for beginners, but it's also used by some of the most experienced printers on this forum.