Well this is how I do it, but if there's a better way Rosemaryr will be able to tell you because she is an MD Genius!

Load up everything you need in Poser - figure (in T-pose), stairs and any other props if they will affect the cloth draping, (eg. shoes). The stairs need to be in the scene, but don't need to be very close to the figure, give yourself room to fit the cloth to the avatar in MD, but not too far away that MD has to work too hard moving the morph target into position.

Export the whole lot to MD as an object (just like you would if it was the figure only), use as your avatar and drape your cloth on the t-posed figure.

Back in Poser set up your scene with the posed figure on the stairs (like Rosemaryr said, if the pose is quite a long way from the t-pose then you might need some stages in between). Export the whole lot again as an object and import to MD as your morph target. Hopefully you'll end up with everything beautifully draped on the stairs!

Attached pic. shows the figure and stairs set up as the original avatar so you can see I've left some distance between them to give myself room to work on the cloth in MD.