One notable form of radioactive contamination is Carbon-14, which is what makes radiocarbon dating after ~1950 unreliable. Though of course since the carbon in coal is itself primordial, that isn't the principle route of steel contamination.
Best I can make out it's radioactive isotopes in the air itself which increase the radiation background of post-WWII steel, with several sites mentioning Cobalt-60. Substances used in the post-smelting processing of steel (welding rods and the like) may also introduce contamination.
Given the 1963 Partial Test Ban Treaty which has halted most atmostpheric nuclear testing, radiation levels have fallen to the point that current steel is largely similar to pre-WWII "low-emissivity" steel in terms of background radiation.
Yes, this is the same air you're breathing. No, the levels are not high enough to be a health issue. But it's an issue for very sensitive scientific instruments and such.
I assume that they find big pieces of already smelted steel in the ocean and just grind away the rust / mill it into the shape they want.
The how is impurities from the air are introduced during the forging process (https://en.wikipedia.org/wiki/Bessemer_process / https://en.wikipedia.org/wiki/Basic_oxygen_steelmaking), not the mining process.