Where do you need it for? If it's just to get a quick one-time overview SQL might be easiest. Since the data is stored in multiple columns and tables. You'd have to join the on the
CMS_WorkflowStep table. Something like:
I just joined everything that is in a workflowstep.
SELECT StepDisplayName, DocumentWorkflowStepID, DocumentID, DocumentNodeID, DocumentName
JOIN CMS_WorkflowStep ON CMS_Document.DocumentWorkflowStepID = CMS_WorkflowStep.StepID
WHERE DocumentWorkflowStepID IS NOT NULL
Note that documents can be in only 1 step. But a Node can have multiple documents connected with multiple steps. (This is because of different versions, states or even removed). Check my overview for same DocumentNodeID but different DocumentID.