The files might be using features that aren't supported. Try some of the STEP files in the Samples folder and the DXF attached here which should all appear.
I didn't notice the title, sorry. No, Mecway doesn't support lines in STEP files. It supports some types of lines in DXF, as you can see, but not all of them, which might be why it's not showing up. Your file might use POLYLINE which is not supported but if you can change that to LWPOLYLINE, it should be OK. In AutoCAD, you can convert from one to the other.
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