For natural products and derivatives, three levels of nomenclature are recognized in the current version of Nomenclature of Organic Chemistry – IUPAC Recommendations and Preferred Names 2013 (Blue Book): trivial names, systematic names, and semisystematic names. A new compound that can be isolated from a natural source is commonly given a trivial name. These trivial names are usually related to the biological origin of the material.
When the full structure of a natural product or derivative is known, a systematic name may be generated in accordance with the IUPAC recommendations for nomenclature of organic chemistry. However, the systematic name “(8R,9S,13S,14S,17R)-17-ethynyl-13-methyl-7,8,9,11,12,14,15,16-octahydro-6H-cyclopenta[a]phenanthrene-3,17-diol”, which is proposed in the question is not correct. This name implies that the carbon atoms 13 and 17 of the cyclopenta[a]phenanthrene parent structure remain sp2 hybridized; i.e. that a double bond remains between atom 13 and atom 17, which is not possible since both atoms have four bonds (to other skeletal atoms or to substituents). The correct systematic name is (8R,9S,13S,14S,17R)-17-ethynyl-13-methyl-7,8,9,11,12,13,14,15,16,17-decahydro-6H-cyclopenta[a]phenanthrene-3,17-diol.
Such systematic names may be too cumbersome. To overcome this difficulty and show the close similarity to related compounds, a semisystematic name may be formed. The semisytsematic name 17α-ethynylestra-1,3,5(10)-triene-3,17β-diol is based on the retained name estrane for the parent structure (8R,9R,10S,13S,14S)-13-methylhexadecahydro-1H-cyclopenta[a]phenanthrene. (Names of fundamental stereoparent structures are given in Table 10.1 of the 2013 IUPAC recommendations. The corresponding structures are shown in Appendix 3.) Addition of the three required double bonds to the estrane parent structure leads to the name estra-1,3,5(10)-triene, and addition of the missing substituents yields finally yields the name 17-ethynylestra-1,3,5(10)-triene-3,17-diol. To indicate the configuration at chiral centers, the ‘α/β’ system is used as described in IUPAC-IUBMB recommendations for the nomenclature of steroids.