You are better off not having them, if you go wheeling with them you may end up tearing one off the frame which could damage the frame. If you really want sidesteps, get a set of rocker guards. They usually mount to the body. Some companies who make them are A2Z, Savvy, Rokmen.
Reason you can't mount them is because there used to be nutserts that the previous owner removed. They kind of function like wall anchors do.