One cannot purchase more steroids, everyone get's a set once a week, every Sunday midnight.
If you have not used all of them, the unused ones will be lost, they do not stack.
Training gear is unlocked by sponsors. You can view which sponsor is required for a piece of training gear in the "Help" section, "Unlocked objects" page.
Exercises may require a specific coach type as well as a piece of gear.
You can view the requirements for each possible exercise in the "Help" section, on the "Training list" page.
Purchase both the require trainer and the piece of equipment and the exercise will be added to the training page.