You are correct that STL files do not contain color and other information. This is why the industry standard is to move to 3MF files. But I only print STLs as I find that while CURA will print 3MF files there can be issues, such as just loading and aligning items on the print bed, as well as additional print times which is a bit strange.
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tinkergnome 929
Welcome to the world of Cura 🙂
An STL-file does not contain color information at all (AFAIK). I think you are referring to the color scheme of the preview stage?
Because you're new to this: there's an (online) manual for Cura, so here are two links to start with:
The Ultimaker Cura workflow explained
How to scale models in Ultimaker Cura
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