Anabolic steroids can, in certain circumstances (such as severe muscle wasting), be prescribed by your doctor as a way of improving energy levels and enhancing the effects of exercise.
If you are experiencing weight loss, anabolic steroids might a way of combating this. Talk to your doctor about whether they would be an appropriate treatment for you.
Many people use anabolic steroids which they have bought illegally, to boost the effects of training at the gym. You should be aware that there are many different kinds of steroids, of differing quality and strength, and that inappropriate use can lead to severe liver damage. It's also worth noting that steroids can have other, less serious side-effects such as hair loss, aggression and the development of male characteristics in women.