Looks like Amazon has pricematched the prices on Warhammer 40k games to match the prices at the Steam Warhammer 40,000 Sale. A number of the games use Steamworks (DOW2, Space Marine), so they can be activated on Steam. I want to say all of them but I’m not sure about DOW1.
For the most part, if you go to the product description for a game, you can do a CTRL+F and search for Steam. It should tell you whether or not a game requires Steam. What it won’t tell you if a game can be activated on Steam. An example would be Prey, which does not require steam but can be activated on the service. I believe it came out before the Steamworks API was available.
BTW, if you’re interested in picking up Prey, I’ve seen copies of the game for ~$4 – $6 on Ebay. This game isn’t even sold on the Steam storefront. Make sure to get a new unused copy otherwise the key might be used already. The sequal to the game Prey 2 is in progress.