STEP/STP format is one of the most common CAD formats and it should be supported in every modern CAD software, so export or conversion is certainly possible. 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. This means that dwg to stp conversion should be doable in pretty much any CAD/3D modeling program or dedicated converter.
Open DWG file Open STP fileA CAD viewer program with conversion capabilities
A set of 3D modeling tools
A 3D modelling software
3D CAD/CAM tool for product development
Creo Parametric (formerly known as Pro/ENGINEER) is a complete 3D CAD software solution by PTC
A CAD converter with huge format support
A suite of CAD applications