when I control j it deletes the stairs and I can’t understand why. Can somebody please help me?
I am unable to reproduce the problem you describe, so I can only make a couple of trouble shooting suggestions.
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Make sure you are in object mode. Select the pyramid and the stairs using shift-select. Use the join button on the tools panel instead of Ctrl-J. If this works you may have a keyboard problem (can test by using a different computer) or else you have managed to change the short cut keys in the user preferences, which I doubt because it is buried several layers deep in the nested menus.
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Are the stairs deleted or are they buried in the pyramid? See what happens if you join while in wire frame view.
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If this isn’t helpful, repeat your message with screen shots before and after the join so people might see more details.
Good luck.
I didn’t apply the modifier. That’s because it didn’t work. Sorry. I’ve done some dumb errors like that before too.