Do I have to wait for frozen steak to defrost?
You can cook steaks from frozen, it is just a matter of adjusting cooking times.   

They will take longer to cook. But you have saved several hours in defrost time.

I take my frozen steaks and sear on both sides, then finish them off in the oven for about 16 mins depending on cut, or with a thicker cut for about 18 to 20 mins.

America's Test Kitchen has experimented with this idea and says that the steaks taste better cooked from frozen (see here on youtube).

I have to watch the temperature otherwise the steak might get a little tough, but I always preheat the oven. For me, 180 °C.