There should be expand/ collapse bracket inside the editor (yes, right inside the editor window) next to each C statement, which allows you to open it and see the matching ASM statements. (Pretty cool, if you ask me - interleaved assembly kinda, but you can hide it).
Once you open it / expand it, your next step becomes ASM step, until you close it again - and then you back to C stepping.
Thank you for your inquiry. Per default Ozone will always have the Source Editor Context active for Steps as default. To do disassembly steps you can either use the inline disassembly as suggested above or simply highlight the Disassembly window context by left clicking into it. Every Step Over and Step Into will now be a single instruction in disassembly.