The material that looks like sawdust around wooden steps, wooden window frames or other wooden material is insect droppings, or frass. There are two insects that produce sawdust-like frass: carpenter ants and drywood termites.
At a distance, the pile of frass will look like a pile of sawdust. Closely inspect the pile of insect frass. Drywood termites leave tiny round pellets that are hard. Carpenter ants leave a softer and finer frass.
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Carpenter ant workers shove the entire colony's frass outside of exit holes. Powderpost beetles also tend to kick out frass from holes they make in wooden structures like steps, although they are not as fastidious as carpenter ants. Check for entrance holes in the steps near the piles.
Finding fresh frass outside of holes lets you know where to set bait to kill the carpenter ants or powderpost beetles. Tapping the steps may help to dislodge any frass.