STEP/STP is a common CAD format and most of the modern CAD programs support it and can export their CAD drawings to it, albeit ste file extension is somewhat rare and stp/step is the usual suffix.
In case of DWG it should be very easy, considering DWG is de facto standard in CAD industry and it can be imported/opened in almost any CAD software. As such, dwg to ste conversion should be doable in almost every CAD/3D modeling program.