Which program you can use to model piping, steel structure, mechanical equipment and mechanical components together?

inventor

follow the link 

http://www.autodesk.com/products/inventor

I think solid works could be useful . 

for more information visit http://www.solidworks.com/

PDMS could help you. For more information visit fallowed page:

http://en.m.wikipedia.org/wiki/PDMS_(Software)