Though I don't know for sure as the AZ state land web site isn't real clear on where the "Steps" are in relation to their map, I bet the "Steps" are located on Arizona Land Trust grounds.
There is a yearly recreation pass that covers all AZ state trust land for an individual it's 15$, and $20 for a family. There are time in location limits, or least there used to be. There is a lot of state land available for those looking to get away from it all on the cheap if you are willing to do some research.
Check out this web site for all the details...
Arizona Land Trust Permits and Information