Step away from the lion! "Stepping" is not very energetic. You could say this if the lion is not dangerous.
Walk away from the lion! You are in danger from the lion, you are close to it, and the best approach is to walk steadily away.
Stay away from the lion! You are in danger from the lion. If you are too close, you are being told to get back. If you are not too close, you are being told to stay that way.
Stey aside from the lion! [Spelled "stay"]. This is not said. [Spelled "step"] You step aside to let something go past you; it is said, "Step aside for the lion!"
Make away from the lion! This is not said.
Get away from the lion! This is the same as the first example of "Stay away..." You are too close, and need to move away.
Step up to the stage! "Stepping" is done with pride. Someone has announced that you've won an award, and is inviting you to accept the award on stage.
Walk up to the stage! This is neutral command, instructing you to go onto the stage.
Come up to the stage! This is said by a speaker on the stage, talking to you who are not on the stage.
Get up to the stage! This is said to you if you are hesitant or reluctant to go on the stage.