Drop a stone tile in front of the small wall you want to bridge (you will need to use transparency to drop the tile directly on the small wall instead of in front of it). Now raise it up high enough to visually clear the short wall. Put a stair case on both sides and you're done. If you can't climb across try moving the stone tile up a notch then try again. Also watch out..if you have already built a ceiling above your planned stairs it has to be raised to allow you headroom as you pass underneath. Make sure you double click all the craftables you are adding. If you're trying to bridge the high part of the small walls you will need to raise the stairs about two times (if you raise them more than two then you won't be able to climb the stairs either.
This is obviously the basic way to span the small walls, but just apply that principle to make full walkways. If that's unclear I'm sure someone else can explain it better, or if you want I'll even pop by in game and show you...and welcome to the fun and frustration of castle customization.
