If you put the steps in yourself then click on the stair tool then hand tool and delete. If it is one of the stairs made from small steps that was already on there I am not sure myself.
It works the same way no matter who placed the stair. It can be tricky, and you need to ignore the game if it tells you, "object cannot be picked up." It can. It's just being contrary.
But the pre-made houses have huge staircases out of the little steps you can put in gardens and stuff and I have never been able to delete them or make them myself.
To delete those you have to select the connecting stair tool, then ctrl-click the ones you want to delete.
Sometimes, with the Ctrl key held down, you have to move the mouse around until you see the little icon change to a bulldozer. It's a little difficult to delete the connecting stairs but it's possible.