If you look at the third person project in the Learn tab of the Epic launcher, you will start on a small level with a set of stairs. You can see the PC climb the stairs normally. 
The walk animation copes with the stairs automatically, as long as the stair is physics-enabled (the game can tell when the PC’s foot collides with the step).
Or are you talking about an animation where, for example, the PC uses the bannister while walking up the stairs?