First depends on how large the steer and how long you plan to keep him. A "pen" coule probably be about 30 x 30 feet. HOWEVER, it would be like putting him in jail for the long run. Would suggest a least a 100 x 100 ft area.
The best fence would be a welded pipe and rod fence about 5 feet tall. Cheaper enclosures would be a series of 10 or 12 ft long modular corral panels which are interlocked together. Or, you could make a post and barb wire fence (tight one); however, more of a risk of him getting out.
Ideally, your steer would be happiest with about 1/2 to 1 acre plus a loafing shed (run-in shed) to get out of very bad weather and to have some shade if wanted.
Finally, the steer won't care which county or state you are in as long as you provide a good home for him...