This feature is no longer available in FL Studio 12.
The Step Sequencer and Piano Roll are no longer separate entities and Graph Editors are no longer available. Because Graph Editors are no longer available there currently isn't a way to record pitches for steps.
Workaround: After recording normal notes to the Piano Roll, set the Snap to "none" and use Shift+D to discard note lengths. The recorded notes will now appear in the Step Sequencer.
Image-Line Support Team