Yep, legal to posses, illegal to supply.
Most are not for vet use (some are, wouldnt say 'most' though), like most drugs there are vetinary grade and human grade.
Most steroids however are not made by a pharmaceutical company, rather a UG (underground) lab.
Whilst most should obviously be avoided, some UG labs are so good they are actually better than some pharma labs with regards to kit and hygiene etc (british dragon for one, GL for another example)
Most steroids are a modification of testosterone.