I'm not familiar with GeoGebra, but looks like there is a problem with STL output. Try to use options to save STL as shell (with zero thick walls) and process this STL with other software (maybe MeshLab or even Blender can help) to make it solid.
Anyway the easy and automated method of making complex models assembled from few or many parts doesn't exist. Each connection must be controlled manually within the software or after the printing.