(I choose "Staircase")

Why?
1. I use only linux (pure debian).
2. The file I've send is a sh3f file not only a simple furniture so you don't need to chose the category.
Menu -> Furniture -> Import furniture library...
(Is next after Import furniture...)
All you need is to import furniture library not only the object.
I don't find any other reason to don't work.
Try!