What types of sentence is it?

This is a metaphor. Anyone's steps cannot BE thunder, they can sound like thunder or they can represent thunder to the frightened listener. A metaphor is a figure of speech where a word or phrase is attached to an object or action to which it can't be literally applicable.Steps cannot BE thunder. In everyday speech "you're an angel" is an example of a typical metaphor.

The speaker and the listener both know that the listener is not actually an angel, but is being likened to one because of his/her actions. A metaphor directly refers to one thing - the steps - by mentioning another - thunder. By using such a literary device, it may identify hidden similarities between two ideas.