My doctor thinks that I have a chest infection and has given me antibiotics and steroids, is it ok to take them even if I don't have an infection.?

The harm vs benefit . Glucocorticosteroids are potent anti-inflammatory agents and can offer significant beneifts to many conditions when used timely and appropriately. Unfortunately, in the face of infections, steroids may make things worse, thus the pros/cons must be weighted. If no inefection, why need antibiotic? Steroid can be very useful for folks with asthma/copd etc... Consult doc. Good luck.