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I have ugly cement steps up to the back door. Can I just put bricks over the cement or do I have to remover the concrete and build the brick steps from scratch?
If the concrete is in good shape, you can put a brick or even a stone veneer over the steps to create an nice updated look. If the concrete/cement is cracking or crumbling, then yes, I would suggest replacing the concrete, but at that point, you can stamped the new concrete to look like brick instead of pouring concrete, then using brick. It can save some time and money. Any decorative concrete company can do this (you can choose the color and style).
I would go with a stone or brick veneer if the concrete is in serviceable shape. Just remember if the concete is cracking with wide structural cracks, putting a veneer on the surface won't stop the crack and it'll probably just get worse. With it, it'll crack the veneer joints too. Make an assessment before you waste your $$ on the veneer.
If it looks solid enough and won't be cracking more, go ahead with the veneer. I'd use a muratic acid wash on the surface to etch the concrete and clean it up. Just make sure to wear gloves and wash off the acid well, with clean water. That'll etch the concrete and give the mortar or thinset a good surface to bond to when applying the veneer.