Only Mainz and Würzburg are large stations. Steinach and R'burg have just 2 or 3 tracks.
In Mainz you will arrive on platform 4; platform 5, where your train to W'burg departs, shares the same slab of concrete, so just walk 15 feet or so straight out the train door, and you are there.
In W'burg, you transfer from platform 2 to platform 3. Probably the same story.
In Steinach, you move from platform 5 to platform 1, through an underground passage as I recall. Here's a photo of the platforms:
In the above photo, you can see the half-walls on the platforms that surround the entrance to the staircase that leads to the passage below. You'll also see the letter "A" over both platforms 2 and 3. Each platform is divided into segments A through E (or whatever) for longer trains so that passengers that have reservations can find their specific cars more easily. Sometimes, a given platform is shared by two trains, so if your schedule says 3A, for example, go to 3A.
Platforms are subject to change. Such changes will be posted on electronic signs on each platform in larger stations. In smaller ones, there'll be an announcement, normally in German. There is so much tourism in Rothenburg, however, that changes might be provided in English too.