Measure your treads front to back and side to side. Measure the top of the step's riser from side to side and front to back. Mark the tread to indicate the front edge of the riser and the faces of the sides. Measure inside these marks and draw a 3/8- inch line along the front and sides to indicate the center of the boards you will nail into.
Apply a bead of wood glue about 1/8-inch wide around the sides and front edge of the tread position. Smooth this glue with a finger to ensure it will not squeeze out and run down the stair face. Position the stair tread on top of the riser. Fit any dados onto the tops of the riser and side pieces, if applicable.
Center treads without dados on the riser. Use a tape measure to check and adjust this centering for accuracy. Nail along the lines you drew on the stair tread. Use two, 1 1/2-inch pin nails on each side, and three along the front edge. Fit each tread in place in the same way.
Fill the nail holes with wood filler and sand the top of each tread. Apply two coats of stain and clear finish all-in-one, or semigloss latex paint to the treads, depending on the surrounding woodwork. Use a fine bristle paintbrush to spread the finish evenly to prevent runs and drips. Allow the label-recommended drying time between coats and allow 24 hours before allowing traffic on the stairs.