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! 5.st!Lp1
{<XPE:1>Y
For your 2nd Q, like the upstairs's reply, the STEP files should be saved under ZEMAX\Objects\CAD Files. Sl@$
h`X>b/V
Hope this would help :)