When making a new "Setup" in Fusion for the part, you can choose "Z-axis/plane & X axis" among others. Click a face, and your Z axis will be set normal to that face. Click an edge, and the X axis will be parallel to that edge. You can flip the axes and do other modifications. Play with it and you will see.
You should not be getting stepped lines even if a straight line is at an angle, unless you have an unusual machine that takes an unusual post. Any straight move just needs the beginning and end coordinates. Have you turned on "Smoothing" in the "Passes" tab? If not, that would explain why circular arcs get chopped into a zillion straight moves and your code file gets big, but that issue should not apply to straight features.
You might be better off asking these kinds of questions over in Autodesk's Fusion 360 CAM forum.