Step by step check item here means you have to collect data for the first check item before collecting for the second check item. It is impossible to jump to the next check item without collecting data for the first check item in step by step check item type.
1) Select step by step check item type from the list of the check items type
2) Create checksheets you need in order on how you need them.
3) Select break check item type from the list of check items type.
Alternatively, you can select and create the step by step and break check items first, before creating your checksheets, but in this case, you will have to drag and drop your checksheets in between step by step and break check item type.