Patching a clock generator into Steppy would work as far as syncing Steppy to a clock. But you have to understand what type of sequencer Steppy actually is. It sends out triggers/gates. Triggers and gates serve very well for percussion or triggering envelope generators. But they contain no information about pitch.

So you would need a sequencer that sends out both triggers/gates AND pitch (CV). Steppy can be part of a note generating set-up... like triggering a sample-and-hold circuit being fed an LFO or random source and then maybe into a quantizer. But that's a little bit beyond the scope of someone coming in at entry level.

I don't want to recommend anything at this point as I don't know what would suit your needs. What a rack needs to function depends on exactly what you want to do with it... which is always debatable.

But in VCV Rack, I would start with:
2 VCOs
1 filter (usually low-pass)
2 ADSRs
2 dual VCA modules (4 VCAs total)
2 Mixers
1 LFO
1 Noise Generator (white, pink)
1 8 or 16 step sequencer
and of course the output module so you can hear it.

Not every patch is going to use all of the things listed. But that's a very basic traditional monosynth set-up. You can get into other module types from there and see what you like as you learn.