Use the following code to get custom headers

\begin{enumerate}[label=\bfseries Step \arabic*:,leftmargin=*]
\item Discretize the domain and define the finite element problem with interval variables.
\end{enumerate}

The above command would result it

image-20210507113158212

Another version

\begin{enumerate}[{Step }1:] 
\item Discretize the domain and define the finite element problem with interval variables.
\end{enumerate}