Do I need to anchor premade concrete stairs
Can you move the steps easily, say if you kick them do they move. 

Concrete is HEAVY.

If installed so that they are solid and do not rock then it is unlikely you need to unless they in the path of say a car or snow plow that may hit them. 

I would say no but you have not given us any info about them or why you think it may be necessary.

If you update you question with more info then that may change the answer.