After your wallpaper is dry, you can cut out the bay openings and install the staircase.
This staircase is very difficult to install. Laser cut dollhouses have very precise fitting parts and all of this wood has swollen with the moisture of paint and stain. This makes the tab and slot fitting very tight and very hard.
That is why I suggest to make a very strong dollhouse shell and staircase because you will have to use a mallet to hammer this staircase in place. If your assemblies are not strong, they will break during this process of tapping and extreme pressure.
Use a long thick dowel or any other strong object in order to reach in to where the staircase is and hammer gently but firmly. There were a few times there where I had to use a lot of strength to hammer the part into place. Use force as needed, depending on what works.
Be careful with your wallpaper but if it does sustain damage, it can be easily repaired with scrap pieces and a glue stick.
You may also have to repair any damage the floor stain sustains.
Once your staircase is in place you will need to cover the second floor tabs with wood filler. Leave the filler over night so you can sand it smooth once dry. It also takes stain much better once thoroughly dry.
Do any touch ups needed on the ceiling surrounding the staircase assembly.