Workflow steps can be tested using a process definition and instance.  Given there are dependencies, workflow steps have to be tested within a workflow.  As developers, if a test needs to be tested independently, then select a step and use the following menu:

The step testing UI looks as follows:

If you are a developer, who wants to debug the C# step code, then attach the Microsoft Visual Studio debugger to the “w3p.exe” process.  Once the test button is pressed, the debugger will jump to the step code and will break at the selected break point.