You rarely see anyone doing weighted stair climbs anymore. The main reason is because they're so damned hard. I used these when training for the Fire Fighter Combat Challenge (the hardest two minutes in sports) but they're great for all-around metabolic conditioning.
It's very simple. Grab a set of dumbbells and walk up the stairs as fast as you can. When you get to the top, walk back down. Rest as needed and go again. Repeat until your heart explodes out of your chest, your lungs collapse, or your legs give out. Whatever comes first.
It's simple, yes, but easy? Don't kid yourself. After 5-10 minutes you'll be done.