To execute a weighted side step-up, hold a dumbbell in one hand by your side, standing beside a sturdy bench or platform. Step laterally onto the bench with the foot closest to it, driving through the heel to lift your body up until the leg on the bench is straight. Lower yourself back down with control, returning to the starting position, and repeat the movement for the desired number of repetitions, then switch sides to target the quadriceps, hamstrings, and glutes while also engaging the adductor muscles.