Zeeva, Molly loves climbing stairs! If your dog enjoys it why not. We do it outside though, the family in the condo next to us wouldn't appreciate it. There are two city hall buildings near us with exterior stairs and large 2nd floor balconies. Molly loves climbing the stairs, walking around the 2nd upstairs floor, looking down below then going down again. We've done this on the weekends when their closed at the City of Santa Cruz and the City of Capitola, right above the police station.
Just remember its an intense exercise so I wouldn't do it too long.