When I catch the bus , I say
I caught the bus (or) I got the bus. But I need to say I am walking on the steps of bus.
how can I convert that into a sentence? I don't have a clear idea.
In English, if you just want to say that you're in the act of catching the bus, you don't explicitly mention the steps. You just say:
I'm getting on the bus.
The present progressive tense indicates that the action is happening right now, as you are speaking.
Get on is a phrasal verb that means (among many other things) to enter a large vehicle such as a bus, a truck, a boat, a train, or an airplane, by whatever way of entering it is appropriate: climbing up steps, climbing down a ladder, jumping onto a platform, walking along a ramp, etc. Here is a dictionary definition.
To say you are walking specifically on the steps to the bus (that is, the emphasis is just as much on the fact you are on the steps as that you are getting onto the bus in general), I would say, "I am climbing the steps onto the bus". It is wordy, but I would say it is the best way to include the use of the steps in the action.
"But I need to say I am walking on the steps of bus. how can I convert that into a sentence?"
If you want to mean you are getting onto the bus you could say :
I'm getting on the bus
I'm ascending the bus-steps
I'm running up the bus-steps
The above three variations are already pointed out by CopperKettle and Ben Kovitz by the way.
However, if you want to mean that you are getting off the bus you could say :
I'm alighting the bus
I'm getting off the bus
I'm running down the bus-steps
I'm stepping off the bus
Interestingly, one can also use debus to mean getting off a bus (getting off any motor vehicle for that matter). However a bit of Googling suggests that it's more apt in a military context.
Hope that helps.