for your first question, if you aer using Non-sequental Mode then you could find MEMs directly under the NS object list, The DLL version is used in sequential mode alone! h'm-]v
hteAuz4H
For your 2nd Q, like the upstairs's reply, the STEP files should be saved under ZEMAX\Objects\CAD Files. w_ONy9
HzQY\Y6
Hope this would help :)