I have both synths but don't know anything about CV.
The two most basic functions are
control
voltage influencing the VCO(s) of your synth; and gate which is usually used to trigger the envelopes (such as ADSR).
CV: The higher the CV, the higher the note the VCOs will play. Today, the by far most common standard is 1 V/oct, in other words: Every additional Volt will increase the VCO frequency by 1 octave, which is equivalent to 1/12 V (83.33 mV) steps per semitone. A standard less commonly used (mainly by vintage Korg and Yamaha synths) is Hz/V where doubling the voltage will increase the VCO pitch by an octave. So for an V/oct synth, octaves are done in steps of 0 - 1 - 2 - 3... V, whereas it is like 1 - 2 - 4 - 8... V with Hz/V.
Gate: Starting the gate by pressing a key triggers the ADSR (or whatever envelope your synth provides), and keeps it open on
Sustain level until you release the key, at which point the envelope will go into
Release.
Read this as well:
https://en.wikipedia.org/wiki/CV/gateObviously I will need to buy the appropriate leads, and I suspect they will be different for each synth.
All you need is one lead each for CV and gate. The Keystep has 1/8 inch jacks (mono), your synths will most likely have 1/4 inch jacks, so you need leads with the appropriate plugs on each end.
Check out section 8.4 of the Keystep manual and match the Keystep outputs (CV mode V/oct or V/Hz; gate voltage; trigger mode) to what your synths require. This can be found in their respective manuals.
If your synths have modulation CV inputs and you want to use them as well, you'll need a third lead of the same kind.
That's all!