In order to infringe on a US patent, does every step of at least one claim need to be implemented or is each step in a claim separately protected?
All patents define claims in their entirety. To infringe on a claim, each and every step of the claim must be implemented. If a claim has steps A, B, C and D and someone implements A, B and D, they do not infringe on the claim. Individual steps by themselves aren't protected unless there is a separate claim covering just that step. To my knowledge this is true in every country, not just the US.
Determining freedom to operate (lack of infringement) can be tricky and I encourage you to work with a patent attorney or agent.
It is fundamental to patents that in order to infringe a claim all elements must be present and configured as specified or, in the case of a method claim, all steps must be executed. Often the component parts of a claim are individually not new it is the claim as a whole that is novel and non-obvious and patented.
Each numbered claim in a granted patent does stand alone as something that might or might not be infringed by someone's actions. A patent is considered infringed if at least one claim is infringed.