The Family Handyman, Popular Mechanics and Better Homes and Gardens provide online instructions for building wooden steps. The Family Handyman provides directions for deck stairs and offers guidance for both new steps and replacements steps.
The Popular Mechanics page explains how to build steps that follow building codes. The instructions explain how to build the three stair components: stringers, treads and risers. Stringers support the steps and bear weight. Treads are the part that people step on, and risers are directly below treads.
Better Homes and Gardens has a video that demonstrates how to build exterior steps. The page also displays photos of different stages of the project.