It's really not that simple. If you are going to steep then you need to use an extract be it dry or liquid. Then you would steep only specialty grains. If doing all grain then obviously they all get mashed together.
Basically anything that is not a base malt is a specialty GRAIN. Specialty grains do not or can not be completely converted on there own, meaning they do not have the enzyme power to be mashed by themselves. Specialty grains are sometimes a malt and sometimes unmalted grain. Examples of specialty grains would be any of the crystal malts, roasted malt, etc...
When doing a PM the extract is used as the base malt. Specialty grains regardless of whether it is a PM or AG are used to impart flavor, head retention, mouth feel or color, or a combination of any of these. If you really want to learn about this then I suggest you get "Designing Great Beers" by Ray Daniels. I hope I came close to the start of your answer.