ActiveDEMAND does not have a concept of a deal stage. That being said, you can create custom fields in ActiveDEMAND that you can map deal stages.
Make a list of all of your Pipedrive deal stage names. Ensure you have the spelling correct.
Create a custom field in ActiveDEMAND that will hold the deal stage. Administration->Account Settings->Custom Fields [Add Custom Field Type]
This has to be a single option picklist build on the Contact. For the options, enter the deal stage names.
Use ActiveDEMAND's import scheduler to schedule updates from Pipedrive to ActiveDEMAND. Contacts->Import Scheduler
Map the deal stage in Pipedrive to your Custom Field
Now, whenever the import scheduler pulls data from Pipedrive, the contacts will update in ActiveDEMAND. Consider building a contact list (audience) that dynamically gathers contacts in a specific deal stage. You can use this to trigger audience based drip campaigns.