I wanted to share with you, my own construction method U-Shaped Stairs. We will create a U-shaped stair on a foundation or straight on the ground.

(I would like to thanks to  BlackGarden. for useful tuturial of Creating L-Sahape Stairs.  I used it at my first L-Shape stairs and on this U-Shape stair.)

With foundation: 

1.  At first, create a foundation and a room two floors.. (We need three frames for the U-turn. That's why I've created a room 7x3.)

2.  Count to backwards 7 frames from the corner and make three steps. Now, remove the stairs.

3.  We have turned down terrain. Place one square of foundation and make two floors on the lowest level of terrain. Then, turn to the side. In here, count to backwards 5 frames from the corner and make two steps. Now, remove the stairs.

4.  We have turned down terrain again. Place one square of foundation and make two floors on the lowest level of terrain again.  And now we have to column. We need a cheat. constrainfloorelevation false (Hit ctrl+shift+C and type into the box constrainfloorelevation false and press enter.)

5. Go to the second floor and walls are down. Go to the terrain tools, and choose the level terrain tool. Now drag from the top of your first colomun to the corner.

6. Place one tile of floor at the corner of your stair. Place your stair at the corner.

7. Then, turn to the side. Go to the terrain tools and choose the level terrain tool. Drag from the top of your second colomun to the corner.

8.  Place one tile of floor at the corner. When you place a tile, there been a mistake. Not very important. We can fix it.

9. Go to back the terrain tools and choose the level terrain tool again. Drag from the top of your first colomun to the corner.

10. Ok! That improved. Place your second stair at the corner.

11. Place a tile at the second floor and then place the third stair. Yes, we made a U-Shaped Stair. But it isn't over.

12. We must fix the top. This is easily fixed with "level terrain tool". Go to the terrain tools and choose the level terrain tool. Drag from the high corner to the lowered corner as shown. It fixed!

Now, turn off the cheat "constrainfloorelevation true"  (press ctrl+shift+C, typ constrainfloorelevation true and press enter.)

 Remove outside wall and foundation. Yes, it's over.

On the ground: 

We will use the same method but we will not do foundation. We will start from the ground. 

1.  At first, create a room two floors. (We need three frames for the U-turn. That's why I've created a room 7x3.) 

2.  Count to backwards 7 frames from the corner and make three steps. Now, remove the stairs. We have turned down terrain. Make two floors on the lowest level of terrain. Then, turn to the side. In here, count to backwards 5 frames from the corner and make two steps. Now, remove the stairs.

3. We have turned down terrain again. Make two floors on the lowest level of terrain again.  And now we have two column. We need a cheat. "constrainfloorelevation false" (Hit ctrl+shift+C and type into the box constrainfloorelevation false and press enter.) 

4. Go to the second floor and walls are down. Go to the terrain tools, and choose the level terrain tool. Now drag from the top of your first colomun to the corner. Place one tile of floor at the corner of your stair. Place your stair at the corner.

5. Then, turn to the side. Go to the terrain tools, and choose the level terrain tool. Drag from the top of your second colomun to the corner. Place your second stair at the corner.

 6. Place a tile at the second floor and then place the third stair. Yes, we made a U-Shaped Stair. But it isn't over. We must fix the top. This is easily fixed with "level terrain tool". Go to the terrain tools, and choose the level terrain tool. Drag from the high corner to the lowered corner as shown. It fixed!

7. Now, turn off the cheat "constrainfloorelevation true"  (Hit ctrl+shift+C, typ constrainfloorelevation true and press enter.)

 8. Remove outside wall and foundation. Yes, it's over.