How I can I create a 3 step opt-in like this?

https://www.paulgoughphysio.com/enquire

Any feedback is greatly appreciated.

I believe this was created with LeadPages. Another option might be the use of AngularJS.

lead pages doessnt do this.

Well, the images are linked to leadpages server. You can’t do this out of the box with any product I know of. This would take custom coding or if there is a third party product out there that will build the html/css/javascript but IS doesn’t have a native way to do this.

You could potentially use something like http://www.leadquizzes.com/features to do this? Possibly. Might be a stretch.

I’m no coder but is their a way to just copy their code and implement it on your site?

They give you the embed code so I would say yes, but to what extent I’m not sure check them out here http://www.leadquizzes.com/features.

What about using the code on the website that I originally posted? Could I theoretically take that code from the page source?

You’ll have to visit their page. They mention embedding into a webpage but to what extent I don’t know.