There are infinitely many theorems, if by "theorem" we just mean "true mathematical statement". If we allow $k$ distinct kinds of step, there are only $k^n$ different proofs of length $n$ (and many of them would prove the same things over and over). So no, there's no $n$ so that every theorem can be proven in $n$ steps.
As a matter of fact, Godel's Incompleteness Theorem states that there is some true mathematical statement - "theorem" by the definition I suggested earlier - which has no proof at all, given a definition of a "step" in a proof.
On the other hand, just playing with this idea, we could say a "theorem" is a true mathematical statement for which a proof has been written down. Then there is indeed a $n$ so that every theorem has a proof of length at most $n$ - take $n$ to be the number of steps required to write the longest proof that has ever been written (probably the classification theorem for finite simple groups, but I'm not sure). But I don't think there's anything interesting to say about $n$, apart from that it's HUGE as long as your proof system is reasonably simple.