Currently Step Functions integration with SAM is still at an early phase. It offers following functionalities from the documentation:
Get started in minutes using a AWS SAM sample template.
Build your state machine into your serverless application.
Use variable substitution to substitute ARNs into your state machine
at time of deployment.
Simplify specifying your state machine role using AWS SAM policy
templates.
Trigger state machine executions with API Gateway, EventBridge events,
or on a schedule within your AWS SAM template.
However, unlike you can use SAM local to emulate Lambda and API Gateway locally, you cannot emulate Step Functions locally using SAM.
Step Functions Local is the only officially supported way to test your state machines locally, pairing with SAM local command, you can use the local version of Step Functions invoking a local version of AWS Lambda.