If value is between two numbers from another table

HI EZiamslow 

Trty this code to add a new column by using DAX:

YN Column = 
VAR _Step = 'Fact'[Step]
RETURN
    IF (
        CALCULATE (
            COUNTROWS ( 'Look up' ),
            FILTER (
                'Look up',
                'Look up'[Product] = EARLIER ( 'Fact'[Product] )
                    && 'Look up'[EndStep] >= _Step
                    && 'Look up'[StartStep] <= _Step
            )
        ) > 0,
        "Yes",
        "No"
    )

Output:

Sample file attached for your reference

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