Once your bays are assembled and put the side, you can begin working on the staircase assembly.
The risers and steps go over the stringer edges, not between them. Make sure you keep that in mind or your staircase will not fit properly later on.
If you plan on making your stairs two tone, you will have to paint or stain all parts before assembly. I plan on staining mines in it's entirety so I assembled it without finishing anything yet.
This staircase faces the front of the dollhouse so it will be hard to see it from the open back. You still need to finish it because it is viewable from the front door and windows.
The staircase does not have a backing to it so the backs of your risers and steps will be visible. I suggest you clean up any glue drips from the back of the staircase so it looks nice and neat once finished.