You can enter the direct deposit or direct debit information on the worksheets, but you still have to go through the full sequence of screens on the File tab in order to actually file the return. I recommend doing everything in the Step-by-Step interview. There is no advantage to making the entries on the worksheets.
One quirk to be aware of is that when you go past the first screen on the File tab the software will save tax return data file without asking you, and without telling you that it has done it.
