Building wood steps is not rocket science if you start right. Stairs are built the same whether outdoors or indoors with the only difference being materials used and the fact that your work has to fit in a specific space indoors. Redwood, cedar or pre-treated lumber should be used for exterior steps. The three parts of any stairs are the stringers (the supports for the steps that run under them), the risers (vertical facing on each step) and tread (the top where you step). To be comfortable for most people, stairs should rise no higher than eight inches and have treads that fit the human foot but aren't long enough to cause stumbles---from ten to twelve inches. These conventions will guarantee a comfortable set of steps. Exterior steps should be built using non-corrosive deck screws.
Stringers and Mounting
Stringers are built out of 2" x 12" lumber for strength. They are designed by dividing the total height of the stairs by the rise and multiplying the tread to get the "run" (distance that the stairs will need to rise to the top), then drawing a rectangle using the total rise and run as the length and height and bisecting it on the diagonal. The diagonal will touch the front of the top step (or edge of the deck) and the opposite end will touch the ground below the first step. Steps are then drawn beginning at the bottom, turning up and back at 45-degree angles until the stairs are complete. This template is used to cut the stringers along the 2-by-12 lumber. Stringers may be mounted to decks using a rim joist -- a 2-inch-by-4-inch board attached to the framing that the stringers sit on -- or they may be supported by 2-by-4 framing or mounted on 4-inch-by4-inch posts as a free standing unit. Whatever mounting scheme is chosen will control the shape of the ends.
Treads and Risers
Depending on the climate and location, exterior steps are often open to allow air circulation and easy drainage of rain. Open stairs are also often used as interior design choices in modern decorating, in which case treads are often anchored into the back of the stringer by cutting a shallow dado into the stringer or tread for security. Risers are attached to the front of each step before the tops, or treads, are added. Since they block the back of the tread, no insets are needed. Most treads overhang the riser by a bit, and some interior stairs have facing added to risers. Treads may also overhang the sides but would need to be trimmed to insert railing posts; in most municipal building codes, railings must be added to any stairway over three steps high.