Preserve treated wood?
It basically depends on how long the steps have been there for one. You can stain fresh new pressure treated wood, but if its still wet, it doesn't take well. If it has been seasoned and is dry, as it looks like it is, you can stain it.

They make stain, for pressure treated wood even, which helps prolong it. Between that and keeping water from pooling on it, it should last quite a while.