In British English this would be "We step from the pavement onto the zebra crossing" (or pedestrian crossing, though that would probably mean a crossing with traffic lights, not a zebra crossing)

pedestrian crossing should be accepted especially because it is given as a hint

Zebra crossing and pavement are perfectly good English alternatives for sidewalk and crosswalk.

"We step onto the crosswalk from the sidewalk" not accepted?

In the USA "zebra crossing" would get you perplexed looks.