How to concert 3D Object file into a step file?
Please provide more details. Depending on the current file format, you may be able to simply convert it to a step file.
If it is a mesh file, it may be possible to place a surface skin on the part, but the surfaces will be distributed in an odd way.
Otherwise you'd have to manually recreate the file in SolidWorks or another program like Design X, those will give you a true solid model with good faces/surfaces which make sense for the topology.
Post you part or images of it so everyone can provide better answers. We'll also need to know what you expect from the final file in terms of quality, and the ability to edit it.