As in Russia, China, they use metric level. So when I have to enter their region, I have to use their flight level, however, how can I do it when using PMDG, because step climb do have only ICAO, which is not the case for metric countries

You have to use a conversion chart and enter this value. There is the ability to display metric altitudes on the PFD however the FMC and MCP can only be set in ft.