You can use the datavisualization
library from tikz
to do this. The x
-datapoints need to be adjusted (doubled) to get the plot like a const plot
from pgfplots
(perhaps there is also another built-in solution, didn't find it yet).
\documentclass[tikz, border=5mm]{standalone}
\usetikzlibrary{datavisualization}
\begin{document}
\begin{tikzpicture}[>=latex]
\datavisualization [school book axes,
x axis={label=$e$},
y axis={label=$F(e)$, ticks={step=.25}, unit length=2cm},
visualize as line/.list={fx, fy},
fx={style={color=blue},
pin in data={
text={\scriptsize{$F_x$}},
when=x is 2,
pin angle=135,
}},
fy={style={color=red, very thick},
pin in data={
text={\scriptsize{$F_y$}},
when=x is 2,
pin angle=-45,
pin length=.75cm
}}]
data [set=fx] {
x, y
0, 0
1, 0
1, .5
2, .5
2, .75
3, .75
3, 1
4.5, 1
}
data [set=fy] {
x, y
0, .0
1, .0
1, .25
2, .25
2, .4
3, .4
3, .5
4, .5
4, 1
4.5, 1
};
\end{tikzpicture}
\end{document}

Edit:
As the question asked for a most minimalistic example, here an alternative approach (no additional libraries, similar to Ignasi's answer but still some less code):
\documentclass[tikz, border=5mm]{standalone}
\begin{document}
\begin{tikzpicture}[>=latex, y=2cm, font=\small]
\draw [<->] (0,1.25) node [above] {$F(e)$} |- (4.5,0) node [right] {$e$};
\foreach \x [evaluate=\x as \y using \x/4] in {1,...,4} \draw (\x,2pt) -- (\x,-2pt) node [below] {\x} (2pt,\y) -- (-2pt,\y) node [left] {\y};
\draw [blue, thick] (0,0) -| (1,.5) -| (2,.75) node [above] {$F_x$} -| (3,1) -- (4.5,1);
\draw [red] (0,0) -| (1,.25) -| (2,.4) node [below right] {$F_y$} -| (3,.5) -| (4,1) -- (4.5,1);
\end{tikzpicture}
\end{document}

or using foreach
-loops to draw the plot (like Ignasi's answer, but with count
):
\documentclass[tikz, border=5mm]{standalone}
\begin{document}
\begin{tikzpicture}[>=latex, y=2cm, font=\small]
\draw [<->] (0,1.25) node [above] {$F(e)$} |- (4.5,0) node [right] {$e$};
\foreach \x [evaluate=\x as \y using \x/4] in {1,...,4} \draw (\x,2pt) -- (\x,-2pt) node [below] {\x} (2pt,\y) -- (-2pt,\y) node [left] {\y};
\draw [blue, thick] (0,0) \foreach \y [count=\x from 0] in {0,.5,.75,1,1} {-| (\x,\y)} --+(.5,0) node at (2.5,1) {$F_x$};
\draw [red] (0,0) \foreach \y [count=\x from 0] in {0,.25,.4,.5,1} {-| (\x,\y)} --+(.5,0) node at (2.5,.5) {$F_y$};
\end{tikzpicture}
\end{document}