This was already asked in Ways to generate thumbnail previews for .stl files in Dolphin?
stl-thumb do not seem to work here
This should work, review the steps in the guide GitHub - MLAB-project/stl-thumbnailer: Shows thumbnails of STL files in Nautilus file browser. The method for nautilus/GNOME files is also supported by dolphin.
In particular make sure you have an executable thumbnailer file for stl in /usr/share/thumbnailers/.
Then make sure to enable the preview of those files in dolphin preview settings.