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Martensitic steels form a material class with a versatile range of properties that can be selected by varying the processing chain. In order to study and design the desired processing with the minimal experimental effort, modeling tools are required. In this work, a full processing cycle from quenching over tempering to mechanical testing is simulated with a single modeling framework that combines the features of the phase-field method and a coupled chemo-mechanical approach. In order to perform the mechanical testing, the mechanical part is extended to the large deformations case and coupled to crystal plasticity and a linear damage model. The quenching process is governed by the austenite-martensite transformation. In the tempering step, carbon segregation to the grain boundaries and the resulting cementite formation occur. During mechanical testing, the obtained material sample undergoes a large deformation that leads to local failure. The initial formation of the damage zones is observed to happen next to the carbides, while the final damage morphology follows the martensite microstructure. This multi-scale approach can be applied to design optimal microstructures dependent on processing and materials composition.