I need to learn how to Carbide Create or similar

As noted, the .stp files should work with MeshCAM, though you may need to use some software to convert them to .stl format.

Some useful tutorials:

https://wiki.shapeoko.com/index.php/Child_Name_or_Letter_Board

https://wiki.shapeoko.com/index.php/Carbide_Create_Basics#Toolpaths_and_Geometry_Selections