Question: Will that middle building full of stores catch on fire after the stairs does or is the rest of it stone?
You set a precedent by saying that zombies know to climb stairs (presumably without subsequently falling off the roof), now PCs will wonder if they can climb ladders, open doors, swim, use tools, or hide. I think it's better that way, to keep them guessing about the capabilities of those zombies.
D&D doesn't seem to have any rules on things catching fire except that in D&D 3.0 you could make a Wilderness Lore check to start a fire. I don't remember the details, but anyway I'd call it a DC 5 or 10 Survival check with a -2 penalty for not having flint and steel, an additional -2 if they are using particularly poor tools to light a fire (although I don't think this would apply to pillowcases), an a penalty (-5?) if they don't use a full-round action in their attempt or otherwise leave the pillows alone.
D&D does have extensive rules for the burn rate of objects. Fire damage deals regular damage and bypasses hardness in wood, the fire damage from a flame is 1d6/round. Stone and metal take half damage and then apply hardness, so aren't likely to be damaged except by magical sources of fire. Wood walls would have 10 hp/inch of thickness, which would include the floors of the stairs. When sections of walls are destroyed, parts that are rely on them (say are above) take 50% of their total hp in structural damage and other walls take 10% of their total hp in structural damage (so the sections of stairs below a destroyed portion would take 10% from the weight, whereas any section of stairs above would take 50%, and if the stairs is affixed to the wall, it would also take 10%). I'm not sure if there are rules for when an adjacent wall section catching on fire, but I ruled that this occurs when a wall takes 50% of it's health from fire when I had a fire on a ship in a recent campaign (which is how I know all this). That being said, I understand if you don't care for the extensive mechanics - it seems like it would have gotten a pretty reasonable result in this case. Probably takes one or two rounds to light the staircase on fire, a further round for the next level of the staircase to catch, another round or two for the top part of the staircase to collapse onto the next part - although zombies can still climb up at this point and they take 1d6 damage/round they stick in the fire and a further 1d6 damage from catching on fire (unless they are lucky enough to put themselves out). Than there is also rules for inhaling smoke
if the PCs ever have to travel through a burning building.