Both items can be painted. Normally an air conditioner cover isn't painted as the factory finish is as good as it gets. To paint the air conditioner it will need a good sanding, to increase adherence, and the application of a good primer. After that your homes body paint can be applied.
For the concrete steps use a concrete stain (solid colored) or concrete paint designed to be walked on. Regular house paint will not work, it will peel.