Pretty well all consumer 3D printers will take a sliced file (starting with an STL).
Design process:
1) design your widget using a 3D cad package, e.g. solidworks, autocad fusion, etc etc. Lots of free 3D cad stuff out there and lots of $$$$ cad stuff too.
2) generate an STL
3) run the STL through a slicer program (lots of them out there, some $ many free). Figuring out whether you need supports for overhangs etc, also orienting the 3D model to be able to print without massive numbers of overhangs. Practice and google and forums.
4) feed sliced program into the 3D printer. Some can take straight from USB etc and some will just read an SD card directly.
5) wait for 3D printer to do its thing.
Slicing is basically taking the STL model (that is the 3D thing) and slicing it horizontally layer by layer - each layer is a horizontal slice through the entire 3D object (like cheese). Each slice gets printed as a layer and then the next slice starts printing and the next and .... The sliced file contains the path that the x/y motors take to lay down the plastic strand and also a bunch of other stuff like retract speed, platen temperature, print head temperature, x speed, y speed, and the list goes on and on. Lot's of 'knobs' to tweak in search of the ultimate configuration. That will change depending on the printer, the resolution you want to print at, the type/brand of filament and so on.
Consider that 3D printers are like inkjet printers were a long time ago. Sometimes it'll print great and sometimes nothing works and it's just a mess of melted plastic that doesn't want to stick to the platen or layer to layer or .... the list goes on.
3D printing (SLA) is definitely NOT a turnkey event. If you don't have patience to learn the process and how to adjust a myriad of parameters both in the slicing software and printer calibration etc, don't waste your money. It can become a full time hobby in of itself
cheers,
george.
edit: typo and bit of clarification of slicing