Hey, that demo is missing the project part of Pipelines and therefore the SM provided project templates. Go to SM studio and on the Studio summary hit edit settings and then enable access and provisioning of Service Catalog Portfolio of products in SM Studio. Then check your service catalog portfolios. Haven't tried it out yet though.
both StepFunctions and SageMaker pipeline can be used to build a pipeline for ML. In the end, we need a SageMaker DAG StepFunction can integrate with different services, and good when one already used it. SageMaker pipeline is natively integrated with SageMaker system.
This is my example using both to build a ML Pipeline GitHub
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