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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 on sale 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.