Even though steroid hormones and thyroid hormones are synthesized from different biological products they do have one thing in common, they are non-polar (not charged). Having this chemical property allows them to cross the plasma membrane and directly interact with cells. Essentially these hormones influence the protein synthesizing processes of the cell. Actions of steroid hormones are slower than that of their polar counterparts. Here are the steps of action:
As mentioned earlier this type of response is much slower. It takes more time to synthesize new proteins, modify them and then put them to use. Secondary messenger systems are more like flipping a light switch; all of the components are in place, all that's needed is a finger (hormone) to flip the switch and turn it on and off (separating the hormone & receptor)
Here is a useful link to see this in action: http://www.physiol.med.uu.nl/interactivephysiology/ipweb/systems/buildframes.html?endocrine/acthorm/01
Source: Mind of Aaron
This video covers how steroid hormones interact with cells
Source: Self made