I don't believe that STEP or STL files have any view capabilities. Some sort of native viewing format would need to be saved within the file. Like a jpeg withing the STEP. As far as I know, neither of them do. They both require conversion upon opening. The best you can do it to use eDrawings 2017 or newer and actually open the files. That is if you were looking for a free program to open the files with.
That makes sense.
Although, I tried solution S-048778 to map the .stl files to the eDrawings plug-in and it works. But the preview requires to lunch the full eDrawing and does not preview a static jpeg/bitmap. see screenshot below.
1. Add a key named ".stl" under HKEY_LOCAL_MACHINE\SOFTWARE\SolidWorks\Applications\PDMWorks Enterprise\FileFormats
2. Create a new multi-string value (REG_MULTI_SZ) named "4" containing value "SolidWorksPlugin.dll"
3. Restart client (or kill and restart explorer.exe via task manager).