If you are using version 4.0 and above of DSM, make sure you follow the setup instructions: https://designspark.zendesk.com/hc/en-us/articles/360010645273
The 'Translators' need to setup before you can import and export certain formats like STL, OBJ, 3D PDF, STP*, IGS*.
*Remember that for STEP and IGES export you will also need to have activated your paid add-on: https://designspark.zendesk.com/hc/en-us/articles/211867685
The installed translators program will be listed in Control Panel -> Programs and Features.
After v5.0 installation, these should be the only two programs in the list by publisher 'SpaceClaim Corporation'.
How to install this translators program?
Download the 64-bit installer ZIP here: https://www.rs-online.com/designspark/mechanical-download-and-installation
In the extracted folder, there is a sub-folder named 'Translators' and you can run the setup.exe file inside it.
Or, you can use the main install wizard and complete step 2.
The main install wizard: