I'm pretty sure that when preordering from Amazon you get the game in a disc, and not a code. If you buy a game where it says they will email you a code etc. Then it has to be a specific Steam Code, before you can get it on steam.
Also if you want to add Non-steam games to your steam client, simply press the "+" in the bottom left corner where it says Add a Game. It will however not be up on steam cloud, meaning you cant use steam to download the game from anywhere, but you still get to have your games on steam
It will come with a disc and a steam code, which you can activate on steam so that you'll be able to use it in future regardless of whether you have the disc or not. The TW series is now highly associated with steam, in fact I'm not sure of you can even play ETW/Napoleon without activating the game on steam.