Importing inventor model into blender - problem with coloring separate parts

Hi everyone - I am new with blender program. I have a need to render animation for a inventor model I have.

I got stl. file from inventor which is an assembly. My problem is that I need to color that model before rendering ( In inventor model is painted but when I import it to blender its in default grey).

When I apply coloring in blender it affects whole assembly, which is not good for me, I have some parts that I need to paint in different color.

My question is how to separate those part? As for now I see that assembly as one part and anything I do will affect it whole?

Thank you in advance.