Your best bet for dwf to step conversion, i.e. converting files saved in Autodesk Design Web Format (.dwf) would be to use AutoCAD/Inventor, because it is very likely that these files were created in Autodesk software.
However, 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.
Updated: March 9, 2017