I am not sure if those questions are rhetorical, but using platformIO you do not work on a .ino sketch, but on more traditional .cpp and .h files. There already is support for unit tests within a test folder inside every platformio project folder. All there is to do is to create a test.cpp file(s) that contain proper coding tests. You can consult their doc Redirecting...
I find these questions challenging. Given my step() function is void, I should create a few getters and check the state of the FSM, the melody being played, ... have indeed changed after stepping through the state machine. That would seem like a good approach?