Welcome to EF!
Tat has explained all the effects of anabolic steroids (in specific mention of winstrol). I too recommend that you get a couple years of training down and your body fat to about 20% or so before considering drug use. Winstrol affects each person differently so all I can do is share my experience. I took a cycle with Anavar for a few weeks and had to stop the cycle. The Winstrol made my joints hurt so bad that I would have trouble getting up out of the floor and I wanted to scream while doing squats. I also had the worse acne on my face, back and chest. I knew this going into it but have had good success with other aas and wanted to give this a try. I highly recommend against it. It is for gaining muscle mass (as are all steroids). Some find that they lose weight due to the metabolism increase as Tat described but most find that they gain weight. You are training harder and your body requires more calories.
You are on the right track....and have received lots of good advice so far. We'd love for you to start a journal and keep your progress here. It is a great way to stay accountable and get amazing advice from the ladies of the board.
I'm not sure what you have available to you but you could try a lega fat burner prior to working out. Do you know what your heart rate stays at during your training sessions? I see that you have a trainer. I'm dissappointed that they have you doing a split routine. That works well for someone who is extremely lean and is working on symmetry. For fat loss a full body or at the least half body training works best. Currently you are hitting a body part once a week. Could you imagine your progress if you could hit that body part 2 - 4x a week? Maybe talk to them about this. I see so many trainers make this mistake - it is old school.
Ok last little advice - know exactly how many calories you are consuming and burning during training on a given day. Calories in / calories out works really well at your level. A heart rate monitor can help you with the cals burning. Create a deficit from your maintenance calorie total and weight will start to come off. You will hit platueas, and they are frustrating as hell, but working through them and sticking to your regimen will bring great results.
I'm sure we have a lot to learn from you as well! Good luck -