This affect can been achieved by positioning walls under the stairs and then splitting them and changing each walls height (sloping) to match the chosen staircase, boxes can the be used to represent doors, or you could use a standard door resized, i have in the past found the louvre panels appear quite affective. As for the staircase itself you might want to have a look at thread 5158 posted by sree.arun.kr. Or THIS Tip form OKH, both are very helpful.

Mike