They dont show up in your standard 13 panel urine tests but there are urine tests available that do test for steroid metabolites.
These need to be done by a lab that uses lc/ms/ms (Liquid Chromatography , dual mass spectometry), So you need to either go to a lab and piss or someone mails in a sealed urine sample to a lab. It cant be done "at home" or anything as far as I know.