Move your cursor over the Step Title. You'll notice a link icon will display to the left of the guide title.
Click on the Step Title and the URL of the guide will now have the step ID appended to the end of it.
The step ID can be found at the end of the guide URL. The number following the letter s is the step ID.
Once you know the step ID you can link to individual steps. Just copy the guide URL with the step number included at the end and create a link as you normally would.