It can be done, but first you need to find out if the metal has been treated with a passivator to prevent white rust during potentially damp storage. If it has, the passivator needs to be removed. You should be able to find this information from the manufacturer or the vendor who sold you the steel. You'll need to know what coating was used and how to remove it. Then a special galvanized etching primer needs to be used. Then paint it with a tough paint. Talk to a specialty paint store, such as Pittsburgh Paints, Sherwin Williams, etc. to find the appropriate primer and paint.