Heya;
The very very simplest way to do this is to make constructed upward\downward staircases (b, C, x) once one is finished, another can be built directly above (or below) it. Once you've got 10 or more, make a few floor tiles surrounding the apex. Next, place a pit\pond zone (press i, figure it out) out over the empty space adjecent to the flooring you've built. Next, make a stockpile on top of this flooring, it should accept "Animals." Open the settings for this new stockpile, and disable empty cages\traps (press u and j) and your dwarves ought to bring caged creatures up there.
- But N.D., why do I need to do this?
If your dwarves try to escort a dangerous enemy creature up the stairs, they will lose hold of it on the staircase and get interrupted due to fear and then you have a loose creature roaming your fort. The only way to definitely prevent this, is to store the cage of the creature you want to put into the pit right next to the pit zone itself. In this way, a dwarf will stand on the cage, get the creature out, and instantly throw him over the side, all in a few frames with no chance for the dwarf to get scared, etc.
Check out the Shoving Tower of my old old fort, Bustnut. You can see a large copper pillar with a staircase inside, glass platform for prisoner storage, precariously-balanced terminus and way down below, a grate for blood and body parts to be collected beside the refuse pile.
http://www.mkv25.net/dfma/poi-8055-theshovingtower