Broadness of term. Corticosteroids are anti-inflammatory medications that are similar to cortisol, a steroid that is naturally produced by the adrenal glands that sit on top of one's kidneys. Corticosteroids are a type of steroid. Anabolic steroids are a different type of steroids which are often abused by people wanting to "bulk up" or improve their weightlifting artificially.
Type. There are many types of chemicals that qualify as a steroid by structure. Corticosteroids include cortisol, Hydrocortisone and Prednisone and have an effect on inflammation. Other steroids include things such as testosterone (an anabolic steroid), estrogen, cholesterol, and androstenedione. As you can see, steroids are a widely varied group.