I believe that you are talking about what happens in Chapter 25. In that chapter, Atticus, along with Calpurnia, goes to the home of Tom and Helen Robinson so as to tell Mrs. Robinson that her husband is dead.
When he gets there, he finds out she is not home. He asks a little boy to go get her. While he waits, a little girl comes out to the top of the steps. She smiles at him but she is too little to walk down the steps alone. So he offers her his finger -- she holds on to it and he helps her down the steps.