Hi Massula,
I took a look at your file.
First, I never saw anyone with a station split like this one.
It was really 759 different little stl files. Very surprising.
You have 2 options here:
1 - If you want to keep them separated:
a. Import the files.
b. Create a reference frame.
c. Select all the files (Select the first one -> Shift + select the last one).
d. Right click -> "Change support" -> "Frame 1"
e. Rotate the frame in the wanted orientation, all the parts should now follow it.
2 - I you want them merges:
a. Import the files.
b. Remove the unwanted files.
c. Merge the files.
d. Modify the orientation of the merged file.
The fact that it "shatter" if you do "split object" is normal, it's splitting the object into its "triangles" (which means a whole lot of triangles in your case).
Hope it helps.