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Any ideas on how they made these steps
Want to do same at my house

Not zoomed in proper but they look like pre cast concrete bolted onto a steel frame. Good luck trying that as a DIY project. You would need to be a descent draughtsman or have cad skills. Be able to weld and know exactly how to re enforce concrete properly and be a descent mould maker.
Not impossible from a DIY perspective but not the easiest project
Looks like steal hidden riser, form work with wide metal plate a mesh set in concrete then plates bolted to riser underneath ?
Might be above but don't think so. Works same way as stringless sprial staircases. Small block of concrete acts as a pivot under each step, except the first and the last that rest on the ground. The offset weight of each step counterbalances the weight of the one above. Reinforcement in the concrete step is linked thru the block between each step. Think my brother did something like it in wood inside his house years ago.
You don't want it, you'll fall off when drunk, ice, dark, rushing etc.
Just have a look underneath, by the way i bet you are great in the three legged race.
I guessed that was his reflection taking the picture. i have been known to be wrong though. (think it was in 1986}