Just face the direction you want to go and right-click the block at your feet. To continue a set of stairs, or change direction, stand on the last block facing the direction you want to go (the next block MUST be air). Right click the block you are standing on. Stairs down are a little finicky. You’ll need to click them right on the last block on a ledge. Another hint: stairs stop when they hit non-air, so the next block in the step direction must always be empty.
Materials: cobblestone, gunpowder