Queen's Mandible is the relic core obtained from Spider Queen, the 1st Boss in the Cavern of Ancient Ruins. Alternatively you can buy 1 for 375 Smith Tokens in the Adventure Store once you have 4-Star Mastery in Cavern of Ancient Ruins
You also obtain 1 from Heroine Quest 8
The other pieces you need to create Three Steps are the 3 Rank-A Steel Swords; Dominion, Durendal, and Nightingale. (As you can see in the below picture, it will tell you how many correct swords you have. The below picture has only 1 lit up, the left one, so the other two still need to be completed before you can create this sword.)
Successfully fusing the 4 components together over 36 hours will result in your sword.