In order for the SoftStep's USB connection to work properly, it must be connected to a device that can act as a USB "host". Host devices almost always have a USB A connector on them (the more rectangular-shaped connector, like the ones on a computer). A non-host device, or "slave", generally has a USB B connector (the more square-shaped connector, like on the SoftStep).
So, typically, if a device has a USB A connector there is a chance the SoftStep will work with it when directly connected via USB. If a device has a USB B connector on it that generally means it won't work.