Or is it a coating that is applied? If so what types of steel? Or what types of coatings?
No, usually they are just coated or galvanized. To make a steel that is truly more corrosion resistant raises it's cost quite markedly, where as coatings are pretty cheap. Almost all structural steel is just A36 mild steel (like 0.1% carbon, 0.05% Mn, and not much else). There are higher grades of structural steel, and bridges are made with truly more corrosion resistant carbon steels, but for a house it's just not the case.
there is a weathering steel that corrodes and then stops. The outer surface of the steel is a rusty looking brown but after the first layer of rust appears, the process stops. It used to be called A588 steel. So called mild steel is not A36 anymore, it is A992 (50 ksi yield). The only material that is A36 anymore are angles, channels, and plate. You can coat the steel with an epoxy coating to protect the steel from this highly corrosive environment. Google a company called TNEMEC. They offer epoxy coatings for steel and other coatings. Weathering steel and epoxy coating are not cheap options.
