Step is a Nurbs format!
Totally different than SKP file!
So you must find a converter!
You have this free stand alone who transform a format OBJ to 3dm by Michael Gibson
(author of the famous Zen Nurbs Modeler MOI3D (not free)
(3dm another commun Nurbs format)
Result will be a 3D wire frame!
It's more prudent to not take files of millions of polygons! π€
So transform first your SKP in OBJ by TIG plugin OBJ exporter if you have not Pro version of SU!
Here in Moi but will be the same in another Nurbs program! π
http://moiscript.weebly.com/uploads/3/9/3/8/3938813/_3531936.jpg
Another brut force workflow is to use the monster Fusion 360 ! π
(there is an hobby free version)
Import your SKP file inside and use TSPline!
Minute 2.30 - 3.00
You can now export as any format you want! (so STL)