I just started playing this game about ten minutes ago, after watching the world being created. To make a downward stairway I think you have to press 'D' for Designations, and then choose the downward stairway option. It is represented by a letter, and when built, should show up as something that looks like a greater than sign. This was actually my very first order when the game began, but I am not sure if it was built properly because they all ran away from a raccoon!-edit-
Your answer can be found under the GAMEPLAY QUESTIONS section, in a post called "*ahem* uhm... how to tunnel down?"
[ October 29, 2007: Message edited by: mcnmac ]
Build a ramp in a wall to make a ramp going up to the above level - you'll see a downramp appear above.Build a down starwell to do down - you'll need to build an up stairwell or an up/down stairwell underneath it to get down there.