Are they made of solid steel?

No. Steel doors are comprised of either a polyurethane or polystyrene core with a steel skin over the top.

A solid steel door would be prohibitively heavy and would most likely tear out the hinges. Steel between 16 and 24 gauge is used for the skin of the door. Also, a wood frame, called a stile, surrounds the perimeter of the door. So, none of the polyurethane or polystyrenes is visible on the edges of the door.