Dips are a versatile exercise for working the triceps. You can do them with a bench, with a regular chair, with your legs suspended (military dips) or as demonstrated here - on a step at the Art Museum.
With your back to the step, place your hands, fingers forward, on the edge of the steps, keeping your wrists aligned with your shoulders, your arms straight but not locked, your feet flat and your knees bent. Slowly lower your body toward the ground until your arms are at a 90-degree angle, keeping your chest up and your abs contracted. Then press up to starting position.
That's one dip. Do three or four sets of 10 to 15 repetitions.