In Rhino you can work with a mesh, that consists of points, connected with lines to form triangles and quads. When you import an STL file, you will get a mesh of triangles, and this is what you see in the screenshot.
Next to meshes, you can also work with parametric surfaces (NURBS) and subdivision surfaces (SubD). These are totally different from meshes.
Meshes do not have curvature, they consist of flat triangles and quadrilaterals. On the other hand, parametric and subdivision surfaces do have curvature.
There are several ways to work from meshes to either SubD and/or NURBS surfaces. If you’re working with Rhino 8 I can recommend the workflow from the topic linked below, which is taking a mesh, converting it with QuadRemesh to a nice quad-only mesh, then creating a SubD surface out of it.