Just think about the relative size of the puppy and the step. For an averagely sized pup, a single stair is going to stand higher than his shoulders. How would you feel about being asked to jump (repeatedly) off an object that is taller than you? Intimidating, isn't it!
Teaching a puppy to use stairs is a vital skill, especially if the adult dog is going to be too heavy to comfortably carry. Be aware that a puppy's mind is open to learning new skills and so take firm advantage of this by educating him from a young age about the safe way to tackle stairs.
Teaching a dog to use the stairs should be done slowly, and it's best to teach going 'up' independently of going 'down' so as not to overwhelm the pup. Where necessary, teach the pup to go up and then be prepared to carry him back down rather than face him with another intimidating task, which may be a step too far.
Always be mindful of the pup's safety, so that he doesn't tumble down a flight of steps, and as with any dog training make sure the pup has fun and gets a sense of achievement out of what he's done.
You need little by the way of special equipment, but if your dog is a toy breed then you may wish to mock up some steps using books, in order not to overwhelm a tiny pup with a full-scale staircase. Conversely, if you have a large or giant breed dog, a narrow step can be difficult for a large dog to physically fit on and makes him more likely to tumble off or attempt to jump down the whole flight. This being the case you may wish to start with wide shallow steps (such as found in garden terracing) in order to build his confidence.
In addition, you will need: