Did you add a SDL file directly? If that is the case, it's absolutely normal: you first have to use a slicer to make a GCODE file from the STL. An STL represents the geometry of the object, while the GCODE contains the instructions for moving the print head in order to create an object. A printer needs a GCODE.

Hi, well received your question. Doing the bed leveling, please turn off the stepper motor, so that you can move the print head kit by hand.