You can only change your Step password if you had originally created the account with email and password. To change it, go to Profile > Settings > select 'Change password' from the list.
If you had originally created your Step account by signing in with Google or Apple, you will not see the option to change your password because your Step account is associated with your Google or Apple profile and you must always sign in by pressing the "Sign in with Google or Apple" button, not with your email and password.