Importing a STEP File:
Select STEP from the File>Import submenu. The Select STEP file to import file dialog box appears. Through this dialog you are able to set import options and import a STEP file.
Click the Options button. The STEP Import Options dialog appears.
Select the desired settings on this dialog and click OK.
To import a file, browse for the specific file you intend to import, click on it (so that it appears under File Name) and select OPEN.