Does the solution change, or does only the steel wool change color?
once you upload water to anhydrous copper(II) sulphate it turns blue because of the fact that's going to become hydrous copper(II) sulphate. Then, in case you upload water greater, that's going to proceed to be blue, could be slightly darker.
Steel is an iron alloy, and iron is more reactive than copper, so what you'd see is the blue colour of the solution becoming lighter, and a black precipitate appearing on the steel wool.