A decent steel case -- and you'll find them with myriad OEM discards both recent and older than ten years -- has a powder-coated primer on the unpainted metal surfaces. You will also find in such cases that there are pop-rivets exhibiting some rust.
So even if you cut fan holes without further treatment, it will take a long, long time for any rust to be of much concern.
If you want to treat exposed metal, you can use a "self-etching primer" -- usually an olive-drab color -- to be found in auto-parts chain stores. There is a self-etching Duplicolor primer that seems to meet all expectations.
Personally, I wouldn't worry about it though, because it's not likely to be of notice or concern for as long as you intend to use the case. Unless -- of course -- you live in a very wet climate, or especially, near the ocean or on a yacht.
Barring the latter problem of salty air, you can even mod steel cases with aluminum parts. But using self-etching primer to coat the surfaces of the two metals where they make contact will pre-empt any galvanic corrosion. So you can safely take the computer with you on your boat, too.