Here are the steps in Fusion 360. In a new window, right-click (Unsaved) under Browser and select Do Not Capture Design History and click Continue in the ensuing Warning window. Then click Insert and select Mesh. Navigate to your skyrim.stl file. It will open in your window. Now click Modify, then Mesh and then Mesh to Brep. Unless you want to add something, you can go straight to CAM and pick your milling strategies.The stl is tiny, so you can either enlarge it before you bring it in using something like TinkerCad or you can use the Modify | Scale feature in F360.