Say your mom and dad got a divorce. If your mom got re-married, the person they married would be your "step parent." If you step parent has a kid, the kid would be your "step sibling." I know a lot about this sort of stuff because both of my parents are re-married, and I have a lot of step siblings.
A step family is a family related by marriage only. In a divorce or death situation, for example, if the divorced or widower father of children remarries a divorcee or a widow with children the children of his new wife become his "step children" and his natural children become his new wife's step children. Hence the term step family.