On the PS4 it's 'Structures' - 'Wood' - 'Stairs'. Not sure if it's laid out different on PC or Xbox.
The trick to it was to start at the top. I'm on PS4 so I can't do a screenshot but I took the short 'two step' stairs and moved them around on the edge of the roof until they turned green while overhanging a bit. Then I locked a set of tall stairs with the platform attached at the top and bottom to the short ones, then another set of the tall stairs, then the taller free standing ones. Those you can put in the ground to adjust the height. They all locked together and she followed me right on up.
There are two types of free standing stairs, there is a short narrow one and a taller wider one. She didn't want to walk up the narrow ones.
Prior to that I was trying to build on the ground and go up but I couldn't get anything to snap and turn green to the roof.
I want to build a bunch of stuff up there where it's safe.
If I were on a PC, I would have two game saves going. One with God mode so I had unlimited resources to build and then my regular game play.
What a blast. 