You can use the freeware LISP utility STLin for direct import of stereolithography (.STL) files with 3D mesh models into AutoCAD DWG drawings.
You can download STLin from Download, load it with APPLOAD and run by typing the STLIN command. Select your STL file and the application will read it as a mesh of 3DFACE entities. NOTE: only the text-based (ASCII, not binary) STL files are supported.
Optionally, you can convert the imported model to a solid (solidify) - may be slow on larger models.
You can also use the STL2DWG online service from the Converters section here on CADforum, or the application Autodesk ReMake/ReCap Pro (open a STL and export it as a FBX for AutoCAD).