I've been trying several different 3D modeling programs. I originally had some success with Sketchup and FreeCAD but then they kept crashing and I couldn't get any response.
But a program called Wings3D allowed me to make a cube and color each side a different color. It's still a bit complicated to figure out but basically a person must select each object and then right click to select an action from the menu. I'm probably going to have to do much reading and watching video tutorials to learn how to use this program and discover all that it can do.
However I'm quite pleased with this cube I made as it's the first successful thing I've made in 3D.
According to the following source, exporting to an .obj file format is better as it allows for colors whereas .stl does not.
https://3dprintingforbeginners.com/stl-and-obj-files-101/