Once you have loaded multiple STL files, set the Interface as ‘STL’.
Go the Interface Settings tab, and the STL interface sub-panel. Near the top of the menu is a file selector, pull down to pick one of the STL files at a time. Click on the “Create Option” with one STL selected. Then you can set the color for the individual file. Next select another STL, create option, and set color as before. This will allow you to set up individual part colour.