<ul class="example">
  <li>STEP.01</li>
  <li>STEP.02</li>
  <li>STEP.03</li>
  <li>STEP.04</li>
</ul>

* {
  box-sizing: border-box;
}
body {
  min-height: 100vh;
  background: #dce4ec;
  margin: 0;
  padding: 20px;
  display: flex;
  justify-content: center;
  align-items: center;
}
ul {
  padding: 0;
}

.example {
  width: 100%;
  display: table;
  table-layout: fixed;
}
.example > li {
  display: table-cell;
  font-size: 18px;
  font-weight: bold;
  color: #5f7c97;
  background: #bacee1;
  padding: 20px;
  text-align: center;
  position: relative;
}
.example > li:not(:last-of-type)::after {
  content: "";
  display: block;
  border-style: solid;
  border-width: 15px 0 15px 10px;
  border-color: transparent transparent transparent #5f7c97;
  position: absolute;
  top: -webkit-calc(50% - 15px);
  top: calc(50% - 15px);
  left: 100%;
  z-index: 10;
}