Step is a function that goes to a neighbor 2D point, and "marks" it (whatever it means for your usage). If the starting point is "marked" at the beginning, using Peano or Hilbert curve guarantees that you will eventually "mark" the whole 2D space.
Angle is an initial orientation, determining in which direction the curve will be drawn. If you want to fill the space up and to the left from the initial point (according to conventions that Angle = 0 is right, Angle = 1 is up, and so on (CCW)), then use:
InitialOrient = false and Angle = 0 for PeanoCurve.
InitialOrient = true and Angle = 0 for HilbertCurve.