The demo files are all available for free via thePDO portfolioon Thangs.com.Important: You will need to convert each demo file with the Convert Mesh command in Fusion 360, using the ‘Faceted’ approach. This process is covered at the beginning of the Import and Edit STL tutorial. Demo Fi...
I'm not an Autodesk rep, just a user of many years, I don't recall AutoCAD ever being able to just import an stl file natively though I have wanted to. If I were to attempt it today, I would import it into Fusion360, convert it to a solid and then export it out as a dwg....
This is also why there is no "keep tools" option for Combine if the tool body is in an external component. Those operations are "edits to the design", and must be done in the design itself. This can be done either as an in-place edit, or in a separate tab. Jeff...