STL Texture

I’m quite new to Blender. I have imported an STL of something I made in Solidworks.
It all looks good, but I can’t seems to texture or apply materials to different surface or any surface at all.

Here’s a link to the blend: https://www.wetransfer.com/downloads/ddc2690859005f8a009bd502313a2ef920141027085938/f2d8a4213d6dfe1ae799e1ee08fa6faf20141027085938/621d21
I did manage to paint it in Meshworks and when in ‘texture-edit mode’ in Blender I can see the colors, but still can’t do anything with them.

but I can’t seems to texture or apply materials to different surface or any surface at all.
Why. What happens or doesn’t happen. Explain exactly what you do and what happens

Process:
Add a material slot, set the material settings, this gets assigned to the whole object
Add a material slot, set the material settings, select the faces you want to apply and press the Assign button in the material settings
Add a material, set the material settings, select the faces you want to apply and press the Assign button in the material settings
continue as above

You may also want to clean up the mesh by removing double vertices (select all verst and W / remove doubles) and possible dissolve edges (X / limited Dissolve) to add material placement

I’m using the process described by you, but the problem is (what doesn’t happen) is getting different materials per faces.

My process:
Edit mode > Select faces > materials tab > choose a material > click assign. (I already have a few material slots set up)

The STL has shown up as a node with one shape, and that shape gets the last material assigned by me.

Sorry, ultra noob mistake, forgot to make new material slots.

Additional question, if I got all materials assigned, can I just export the UV map?