Stepping through Mindstorm program for debugging
No, the software does not provide these kinds of debugging capabilities (although it does animate each block as it runs if you start the program from the programming software instead of starting it from the brick).

There are other ways to debug though. Here are some ideas:


Use a display block to show values on the screen
Use tones/sounds to indicate when a certain point in the program has been reached
Use the brick lights to indicate the state of the program
Use a wait block with the brick buttons (or a touch sensor) to "pause" your program at a certain point, then press the button to resume