Mark the path by laying a string on the grass or dirt. The informal nature of a stepping stone path means you may prefer it to curve or meander, so there's no need to lay it out precisely with stretched string unless you want a perfectly straight path. Walk the path a few times at different paces, noticing what seems most comfortable and where you naturally slow down to look at something or to negotiate a hill or curve.
Walk the path again, recreating the best pace, but pause each time you put your foot down and mark the location with a short cross-line of spray paint.
Purchase or gather the stepping stones you'll be using and lay them alongside the path. Choose flat natural stones, plain concrete pavers or decorative man-made stepping stones.
Lay the first stone directly over a spray-paint mark and cut into the sod or dirt around the edges with a trowel to mark the size. Remove the stone and dig out the sod and dirt 1 inch deeper than the thickness of the stone, using the trowel or a shovel.
Shovel gravel into the hole to cover the bottom 1 inch deep. Tread on the gravel to press it down. Lay the stone in place on top of the gravel, stepping on the stone again to settle it in place. Add more gravel around the edges if the hole is slightly wider than the stone.
Repeat to install the rest of the stones.