Juan is creating notes of information he found so far. which step of research process is he on.

There are many research processes that can be followed according to the field of the research. However, we can usually think of a 5-step research process for general matters:

Locating/defining the theme/problem or issue; Designing the project; Collecting data; Interpreting research data; Reporting research findings.

If following these steps, "creating notes of information he found so far" would belong to step 3: collecting data. Those notes must be neat and organized so that they will serve for consultation and even citation in the future. The analysis of the information noted is also important for the development of the research.