I'll See You in Court - S3-E10
Continuity mistake: While they are in court, Steve is talking about the case and the clock says 12:30. Next time he's seen and talking about privacy to the jury, the clock says 11:30. Then when done talking, the clock says 3:00. The very next scene as the court proceedings are going forward, now the clock says 12:29. Next scene says 4:32. Than backwards again. The clock is moving forward and backwards throughout the entire scene.
Answer: It's implied that Steve filed for divorce since in s04e16, "You Gotta Know When to Hold 'Em", Marcy says that Steve is suing for alimony. Alimony is something that has to be requested when filing for divorce. Although the show doesn't spend time on the actual legal proceedings of their divorce.
Bishop73