In this way 3D STEP files are not generated, right?
Not sure, I've never tried it. I'd pop a message on their forum or drop them an e-mail, many people are confused about the new versions and what can and cannot be done. Many are also unhappy that was once free now isn't, for POD use nothing much has changed for me.
I buy some POD credits from time to time, then just download parts that I need as the credit never expires. The POD version can export to all formats.
POD is only meant to build parts downloaded from their website, correct?
Yes, they have a huge number of parts, and if it isn't there they create it for a few credits. The parts I asked to be made have been done in a few hours, then they go into the POD database. I don't mind paying for the POD parts or having some made, it saves me the hassle for anything other than simple parts. With the caveat that I don't need that many parts, in the last year I've had ~100 parts from them I think. Once you have them, you can generate them for use in any of their supported CAD programs.