I'm new to Step Up Transformers

My Zestos does have a MC section - it has settings for Low Gain or High Gain. 

My confusion was because a friend with the same phono preamp as mine was telling me a SUT would improve the sound. And others online were saying similar things. 

Your Zesto Andros already has SUTs for MC application internally, followed by an internal tube MM phono section. They are Jensen's as used by Lamm, Conrad Johnson, ARC and others.

You would only benefit from using an external SUT if it was higher quality or suits better your cartridge than the internal SUT's in the Zesto. Having installed a Zesto with a variety of top MC's it is a very flexible SUT with multiple loading options. You would have to spend large to get a significant improvement.

The Zesto employs a step up transformer for its MC input.  If you go with a separate step up transformer into the MM input, you will be substituting step up transformers.  Whether you will like an alternative step up transformer is dependent on the quality of the alternative, compatibility with the phono stages, compatibility with your cartridge, and personal preference.

The cost of any alternative step up transformer would also have to factor in the cost of another pair of interconnects.  Some of the better standalone devices can be quite high.  The right choice depends primarily with your chosen cartridge, and some companies even wind them specifically for your cartridge.  If you go that route, you might want to learn a lot more about matching.

The Zesto employs a step up transformer for its MC input.  If you go with a separate step up transformer into the MM input, you will be substituting step up transformers.  Whether you will like an alternative step up transformer is dependent on the quality of the alternative, compatibility with the phono stages, compatibility with your cartridge, and personal preference.

The cost of any alternative step up transformer would also have to factor in the cost of another pair of interconnects.  Some of the better standalone devices can be quite high.  The right choice depends primarily with your chosen cartridge, and some companies even wind them specifically for your cartridge.  If you go that route, you might want to learn a lot more about matching.

The Zesto employs a step up transformer for its MC input.  If you go with a separate step up transformer into the MM input, you will be substituting step up transformers.  Whether you will like an alternative step up transformer is dependent on the quality of the alternative, compatibility with the phono stages, compatibility with your cartridge, and personal preference.

The cost of any alternative step up transformer would also have to factor in the cost of another pair of interconnects.  Some of the better standalone devices can be quite high.  The right choice depends primarily with your chosen cartridge, and some companies even wind them specifically for your cartridge.  If you go that route, you might want to learn a lot more about matching.

Please don't take what I am about to say the wrong way.  Whether an SUT would be to your liking or not is a subjective decision.  It really depends on what distortions your tastes prefer.  Everything has distortion.  Tube phono stages have different and generally higher levels of distortion than is typical for similarly priced solid state units.  Then you add an SUT and two (inlet side and outlet side) interconnects, which adds just a bit more distortion and perhaps noise as well.  Against that the SUT adds greater signal, which can improve signal to noise ratio and of course every SUT has a certain audible signature (yes that is distortion but it can be and often is pleasing to the ear).  So you see the addition of an SUT is not as simple or straight forward as it might seem at first glance.  The only way you can answer your question is to try one and let your own tastes be your guide.  No one can properly advise you beyond what I have suggested here.  This is something you have to do for yourself.  BTW, FWIW, in one of my systems I use a recently acquired Conrad Johnson ART Phono (their latest and greatest tube unit) with most often a Conolidated Silver Wire SUT although the C-J has enough gain to not need an SUT, so depending on cartridge and mood I often opt to forego the SUT.  I also have a Bob's Devices SUT which has a warmer sound and that is used too.  In my other system the phono stage is a PS Audio Stellar all solid state and it is used stand alone.  There is no right or wrong in this matter, no one size fits all circumstances, and in spite strong opinions strongly expressed in this forum and others like it, there is no one best solution.