ZofzPCB

I have complex parts that I have in step file format - can I include them to the PCB - either automated or manually?

Unfortunately no.
However, the OpenCASCADE library I am using for the STEP export is improving and tempting me to implement the STEP input.

As a workaround, You can implement as much as possible in zofzPCB, then export STEP to FreeCAD and add the STEP models.
However, you will shift to the M-CAD domain, losing the electronic-oriented features of zofzPCB.

OK. I have so many custom pars that it would be useful to import. But OK.

Incidentally - I simply cannot get any imports to show a solid PCB like the examples.
The board is only an outline. I'm not trying to import ant components at this stage.
Any idea?

Do you have core/prepreg in the stackup?
I need to know more - can you post a picture? (or send it via bug@zofzpcb.com?)