Are the steroids for treating asthma and the steroids people use for muscles the same?

No. Anabolic steroids are actually male hormones; asthma medications are called "glucocorticosteroids", they suppress immune responses but do not cause muscle overdevelopment.
Different. Testosterone is very different from the anti-inflammatory corticosteroids used to treat asthma, allergic rhinitis & eczema. Testosterone causes masculinization promoting muscle, bone & hair growth. Corticosteroids decrease swelling & other effects of inflammation. Testosterone can also promote liver & prostate cancer. Female hormones - estrogen & Progesterone - are also steroids!