Measure the length of the slope and its angle for the steps with a tape measure, stakes and mason's twine. Put a small stake at the top of the slope, set a tall pole at the bottom and connect the two with mason's twine leveled with a line level. Measure from the bottom of the pole to the string with a tape measure to get the fall of the slope. Measure between the two stakes to get the distance of the slope. Calculate the angle; a fall of 1 foot in 3 feet, for instance, is a 33 percent grade.
Calculate the tread and riser needed for each step. Treads, the flat top of the step, must be at least a foot wide; the general rule is that the milder the slope, the wider the treads can be. Risers, the vertical part of the step, must be less than 1 foot high, preferably between 9 and 12 inches. Design these to the slope of the step; that 33 percent grade, for instance, would take three steps, each with a 1-foot riser and tread. Use many small steps for a steep and short slope. Make longer treads or even short steps with long landings in between for longer and gentler slopes.
Mark the line for the steps with stakes and mason's twine on both sides of the area. Dig out the area with a shovel for a gravel base under the steps; basically, make dirt step treads and risers, but with enough space to lay at least 4 inches of gravel under the stones. Put down the gravel and compact it with a hand tamper. Set boards as temporary risers to hold gravel on steeper slopes. Cover the gravel with 2 inches of sand to make leveling the stones easier or lay a base of concrete for mortared stones.
Start at the bottom setting the stones, either laying them flat on the sand and gravel base or setting them in concrete for mortared steps. Install interlocking artificial stones so that stone faces are on the riser and the locks are on the tread. Work from the bottom up so that the lower tread will support the riser for the next step. Build a step with riser and tread, remove the temporary board if there is one, then set the next riser against the first tread, add the second tread and so on, up the slope.
Build walkway steps with large stones by setting one large stone at the bottom, then another just above it, resting against it. Vary this on a gentle slope by setting a large stone for a step, allowing a grass landing, then setting another stone to move up a level, repeating this process up the slope. Use a similar technique to build steps of stepping stones, placing one or two stones at points where a step up is required, with lawn in between.