How do the actions of steroid hormones cause proteins to be made?

Steroid hormones move across the cell membrane to enter the cell (they can move through easily as they are made of lipid and are therefore non-polar, and also are generally quite small). They bind to receptors in the cytoplasm, forming a hormone-receptor complex. This complex acts as a transcription factor, enabling mRNA to be transcribed in the nucleus. Once formed, the mRNA leaves the nucleus and allows proteins to be translated via use of ribosomes in the cytoplasm.