Your best bet for converting files saved in Autodesk Design Web Format (.dwf) would be to use AutoCAD itself, from which these files were probably exported. But, it is true that .dwf files are typically generated for publishing reasons and it may not always be possible to convert them to anything else (including STEP format). The most reliable way would be to use the original CAD source.
Convert Autodesk Design Web Format to ISO-10303 STEP product data.
We found 3 software records in the database related to .dwf to .step file format conversion.
Microsoft Windows software - convert dwf to step on Windows
Autodesk Inventor is modeling application used to create 3D digital prototypes.
Convert from dwf file format
The tables with software actions are a good pointer for what a certain program does with various file types and often may give users a good hint how to perform certain file conversion, for example the above-mentioned dwf to step. However, it is not perfect and sometimes can show results which are not really usable because of how certain programs work with files and the possible conversion is thus actually not possible at all.
Leading 2D and 3D CAD development software from Autodesk
Apple macOS / Mac OS X software - convert dwf to step on OS X
Mac version of popular Autodesk AutoCAD software