It looks like you need to include something in your call to $('#wizard').steps();
Look at the basic example.
$("#wizard").steps("add", {
title: "Step Title",
contentMode: "async",
contentUrl: "data.xml"
});
Try changing yours to
$(function () {
$('#wizard').steps("add", {
title: "HTML code",
content: "This is a test"
})
.steps("add", {
title: "HTML code2",
content: "This is a test2"
});
});