Hello, any cementious adhesive that is recommended by the manufacturer for outdoor tiling of natural stone should be fine. Mapei Keraflex Maxi S1 is a nice one.
The step itself doesn't need to be primed (if that was the question??) but if there is any sign of plant life or the like then abrade it with an angle grinder fitted with a wire brush attachment, and if that isn't man enough to get it all off then stick a disc on the grinder and get it off with that.
When tiling, back butter the tiles AND spread a thin layer on the step with the straight edge of the trowel just before laying. Don't lay them if the temperature is less than 5 degrees, and cover the step for 24 hours after fixing to keep the tiles dry, and stop it freezing overnight). When you grout do the same thing, keep it covered overnight.
If you were asking about sealing the tiles (as opposed to the step) then yes, definitely seal them before grouting otherwise you'll never get the cement residue off.
Some adhesive manufacturers might recommend priming concrete steps outdoors prior to fixing, I don't know. Adhesives usually say they function between -30 degrees and +90, whereas primer can't usually handle the cold that well... It's your call.
Personally I don't like tiling outdoor steps, but then for the last 3 winters it has been -28 degrees regularly, and for prolonged periods, in the daytime, God knows how cold it went overnight. Problem is NOTHING in this world is stronger than water, absolutely NOTHING. And when water freezes, it expands, and nothing can contain it. Hell, they break up granite boulders by drilling holes in them, filling them with water and then letting them freeze. The frozen water splits the boulders into pieces. So no matter how good your tile adhesive, if enough water gets in, and it gets cold enough, they will pop off. And you'll be getting a call back... Make sure your customer understands the risks...
