Steroid hormones are lipids, so they pass easily through the target cell membrane. Upon binding a receptor in the cytoplasm, steroids move into the target nucleus where they act at the level of gene expression, promoting the transcription of certain mRNA. That bears repeating. A sizable percentage of MCATs have some question looking to see if you can differentiate the signalling mechanisms of steroid hormones from other hormones, such as peptide hormones, which do not cross the cell membrane, relying instead on second messenger systems.