The starter step is probably best modeled in parts using slabs and profiles. The exact method will depend on how detailed you want the result.
The rest of the stair can be made with the stair tool unless you want a high level of detail in which case you will either need to model it all from parts or possibly use a third party tool such as Archistair or Cadimage Stair Builder.
The flare at the top is also a problem for the built-in stair tool. I'm pretty sure Archistair can do this. I'm not sure about the Cadimage tool.