The yellow TiN (Titanium Nitride) coating on some drills is very hard and does help to reduce wear on the material which the drill is made from.
It sounds as though the drill used by your friend was a proper HSS (High Speed Steel) drill.
When drilling holes in metal, it is good practice to mark where you want the hole using a centre punch, that stops the drill from wandering around on the surface and starting the hole where it wants, rather than where you want.
If I were drilling an 8mm diameter hole in 5mm thick steel, I would do the following:
1 Mark the position of the hole using a centre punch.
2 Drill a pilot hole, 2 or 3 mm diameter, using the centre pop as a guide.
3 Drill my 8mm hole using the pilot hole as a guide.
If the steel being drilled is tough, a small amount of oil or cutting compound to reduce the friction, is often helpful.
If you look closely at the point of a correctly sharpened twist drill, you will see that it is not a sharp point but a short line.
With larger drills this line does not cut very well and just rubs its way through the metal. That is why a small pilot hole greatly improves the cutting performance of a larger drill.
JimB