"Steroid" is the name given to a chemical compound with a specific structure. In everyday speech, the term steroid is applied to several medications that share this structure; however, these medications have very different uses. Anabolic steroids are a class of drug that mimic the effects of male sex hormones called androgens which stimulate muscle growth and secondary male sex characteristics. They are often abused by bodybuilders and other athletes to build muscle mass and so should be used with caution. When prescribed, oral steroids should be taken as directed. If you come across extra pills that haven't been taken, and are unsure if they are steroids, you can identify the pill based on its physical appearance, information on the bottle, or by consulting a professional.
Typically, steroids are "stacked", or taken at the same time with other muscle building compounds. It is not uncommon to use several different steroids at the same time, along with other hormones such as growth hormone and insulin. Huge amounts of protein and supplements are also used at this time. In no particular order, the grocery list of a common bodybuilder will include: testosterone, generic drugstore testosterone, testosterone for horses, testosterone for whales, protein powder, protein powder with testosterone, protein powder with spam, creatine, human growth hormone, fat-guy-sweat, amino acids, a fine chamomile tea and spam.