Served in the military for 6 years. Good times.
Steroids and training you can definitely combine with that lifestyle. Every base has gyms and everything you need. How to carry your stuff is going to depend how strict rules are for personal items. When you rank up and get to know everyone they won't check you. Rec drugs and alcohol is what is forbidden obviously so they check for that. All else like medication is fine, just don't be an idiot telling everyone you're using steroids and show off your shit. Be smart about it.
When you first join you will go to the basic training course or whatever it is called in the US, but same thing, there you will be nobody and nothing and just about any higher ranking will have the power over you (which is even that dog who's been there for years will have more rights than you in this phase).
I advise you to finish your training as a soldier clean and don't bring steroids with you. Then as you sign a contract and become somebody you will gain a lot more freedom to move freely. Then you can plan out your use and all that stuff.
Only thing that sucks is that you have to deal with mediocre diet not always but it happens and trust me you can't do anything about it.
So yeah, it is doable, I have done it and it's more than possible to combine all of that.
P.S.
I know US army is different and all that, but let me tell you, the system is the same regardless where you are from. Same principles and routines apply for any country as long as it'a in the NATO. What is different is the size in the numbers and power and of course equipment.