Using LDCad

[Roland Melkert]

I 'd like to know, is it possible to merge all submodels into one main model without loosing steps?

Yes:
n   (nested mode)
Put mouse cursor inside the source window.
ctrl+a  (select all, will trigger warning)
ctrl+c  (copy selection)
ctrl+n  (new model)
(mouse still inside source window)
ctrl+v
click anywhere near the top of the source window.

Only downside (arguable a bug) it will also copy the multiple author lines from all the submodels.

ps: You'll need 1.6b for this as it fixed a bug regarding to nested copy/paste.

and for advance modeling, is it possible to make a part move on the next step
etc. on the fist step a pin is in the position one, on the next step - I need to push it deeper 

This can be done using buffer exchange.