Steroid is a broad term, there are lots of hormones that your body has naturally and that we have synthetic analogues of that fit into the steroid class. Your sister is getting glucocorticoid steroids for her cancer. Those are antiinflammatory, they make your immune system slow down. They also have lots of other effects, like raising blood sugar levels, decreasing bone strength, and changing your mood. Your body builder brother took anabolic steroids which basically act like testosterone.