Creating steps or views is simple. We call them views because steps imply linear progression through the tour, but tours can be dynamic. In other words, you can navigate back and forth between screens, so "steps" aren't as relevant.
To add a view simply click the plus button (+) above the screen in the studio. These look similar to tabs.
To rename a View, just delete and type in a name where "View 1" is listed under the Styles tab.