"Steroids" is an umbrella term, there are countless performance enhancers with a huge variety of effects. Bodybuilders are stereotyped/well known (depending on who you listen to) for using enhancers, but that doesn't mean that all enhancers are used to build muscle mass. Anabolic just means in relation to the building of tissue (the opposite being catabolic; like anodes and cathodes), so you can trigger an "anabolic response" through exercise and nutrition. It's just a fancy way of referring to muscle breakdown and repair response.
If a supplement like protein is a steroid then they better start making chickens illegal too you utter moron:rofl