In this paper, we aim to establish an automatic, scalable pipeline for denoising the large-scale instructional dataset and construct a high-quality video-text dataset with multiple descriptive steps supervision, named HowToStep. We make the following contributions: (i) improving the quality of sentences in dataset by upgrading ASR systems to reduce errors from speech recognition and prompting a large language model to transform noisy ASR transcripts into descriptive steps; (ii) proposing a Transformer-based architecture with all texts as queries, iteratively attending to the visual features, to temporally align the generated steps to corresponding video segments. To measure the quality of our curated datasets, we train models for the task of multi-sentence grounding on it, i.e., given a long-term video, and associated multiple sentences, our goal is to determine their corresponding timestamps in the video simultaneously, as a result, the model demonstrates superior performance on a series of multi-sentence grounding tasks, surpassing existing state-of-the-art methods by a significant margin on three public benchmarks, namely, 9.0% on HT-Step, 5.1% on HTM-Align and 1.9% on CrossTask. All codes, models, and the resulting dataset will be publicly released to the research community.