Step down approach question

[ricfly744]

Dear all,

Today, on my approach to KORD, I was given a base vector , an instruction to descent to 5000' and to intercept LOCALIZER to RWY 28C.
When stablished on LOC, at 5000' I was instructed: "CLEARED FOR THE APPROACH 28C".

The vertical profile for this approach, is on steps: 5000' to RZUKO, 4000' to HAZIL and 2300' at SEIKA, where the Malta Cross is, and where you get the glide slope.

Question: when cleared for the approach, at 5000', should I descent following the steps, and only intercept the GS at 2300' as by the chart, or I can maintain 5000' until I intercept the GS?
What ATC expects?

Thank you in advance for your time to answer.