Did you look it up in HELP, or notice the commandline feedback? STL exporting from AutoCAD requires your objects to only be Select solids or watertight meshes, your file and objects are not either one of those things. AKA they are not true 3D objects, just a bunch of lines, plines and flat surfaces.

You need to build an actual 3D model from SOLIDs first before you export to STL. Back to the drawing table my friend.