IMHO if you have never used Steam before you are probably just better off sticking to the PCEA that you've already downloaded.
The Steam version is 100% Identical to the PCEA you already have but has to be played by going through the Steam page/app. To me Steam just adds an unnecessary level of confusion and redundancy. If you were already using Steam for other games I'd say go for it but otherwise I think it's just a hassle that most don't need.
I believe WGT's reason for adding the game to Steam was to have access to it's millions of potential new players. That's fine but as long as there is a stand alone PCEA version, I will stay clear of Steam. I do not see any advantage to using it over the standalone.