This paper presents a novel design of a multi-directional bicycle robot, which targets inspecting general ferromagnetic structures including complex-shaped structures. The locomotion concept is based on arranging two magnetic wheels in a bicycle-like configuration with two independent steering actuators. This configuration allows the robot to possess multi-directional mobility. An additional free joint helps the robot naturally adapt to non-flat and complex surfaces of steel structures. The robot has the biggest advantage to be mechanically simple with high mobility. Besides, the robot is equipped with sensing tools for structure health monitoring. We demonstrate the deployment of our robot to perform steel rust detection on steel bridges. The final inspection results are visualized as 3D models of the bridges together with marked locations of detected rusty areas.