How can you attach those stair steps to cement blocks?
There are concrete block anchors that can hold substantial loads, but only if located within a specific area of solid grouted cells. Anchors into hollow cells cannot hold much weight. Assuming you have a mix of hollow and solid cells, you can't reliably anchor each tread where it occurs, but you could anchor a continuous stringer plate to the wall, anchored where it crosses solid cells. The treads or their supports can then be welded or bolted to the stringer plate.

If the wall is completely hollow your only reasonable option is to run a structural steel stringer along the wall that is supported by other means at each end.