I'm in CT myself and took a few tests and know a lot of guys on the job. From what I remember, they just do your standard drug test. (Weed, opiates, amphetamines, cocaine, and whatever else).
They do however ask during your lie detector portion of the interview, if you currently or have ever used anabolic steroids within the last 5 years. There is also a paper that you sign stating that if they suspect any anabolic steroid use, they have the right to drug test you at any point.
I wouldn't worry though, most cops I know where I live are on some sort of AAS. Now, if you're walking around the station looking like Ronnie then that may be another story lol.