A poop test, or stool sample test, is when you take in specimens of your dog's poo in a jar, preferably three specimens over three days, and they are sent off to a lab to be studied to see if there are any parasitic bacteria living in the dog's intestine which would cause his diarrhoea.
This test should have been done in the beginning of your dog's treatment and will determine if there is something nasty living in there (in your dog's gut), what it is, and what the correct treatment to get rid of it is.
I think this should be done before the dog is commenced on steroid treatment, especially if the vet does not know what is wrong.
I think if your vet has not done this test yet, it is time to find another vet for a different opinion, and take a poo sample with you when you go.