Dual extrusion models tend to come in 2 STL files, one for each extruder.

For this example, I will be loading a calibration cube. Thingiverse item 2071237 It consists of 2 files "20mm_Cube_A.stl" and "20mm_Cube_B.stl" We will load both files.

When loaded, both items will be assigned to the main extruder (Ext 0). We will click on the part you want to be the second color and click the circle with the 2 on the left. This will make that model slightly darker color indicating it is for the second extrduer.

Now select both models (hold shift and click each model. Once both are selected right click the model, and select Merge.