.fbx -> FBX format. You need to use the FBXLoader. See this example.
.stl -> STL format. You need to use the STLLoader. See this example.
.obj -> OBJ format. You need to use the OBJLoader or OBJLoader2. See this example.
.glb -> glTF format. You need to use the GLTFLoader. See this example.
You should choose one version of the file. I would choose .glb if possible, otherwise try the others.