>> Do you have a proper workflow how to achieve a 2- or 3-way System with a linear phase from about 100 Hz to 15 kHz?
The 2-way tutorial on the website shows how to use the FIR filtering, in particular the Auto Mag and Auto Phase, to force each loudspeaker driver toward a target response; which in your case would be linear-phase high-pass and low-pass responses.
>> Is there a possibility to show the step response of the hole speaker system?
Not in FIR Designer M at the moment. However the Wavelet display (in Second View) shows the response of the whole system and you can use this to confirm that the system is tending towards a symmetric, vertical line (which flares both sides at lower frequencies), indicating a pure impulse which, by definition, gives the step response you are looking for.