I bought this game and my brother wants to play it too.
We are connected to the same modem, is that possible that he'll play this game through steam while I'm playing ?

It's only possible for one person to be logged into the same steam account at a time.

There is no co-op bury, a cookie in the backyard and tell him to find it to keep him occupied.

Ah misunderstood question.

can u not just save under a different save file ? U would loose all the auto saves u have each time one of u play but if u keep say 3 save files each to save with it should be possible

If by 'play it together' you mean sit in front of the same TV/ PC screen and take turns at controlling the character. There's no other way of doing it.

Another steam benefit!

I'm afraid you and your brother will have to take turns to play because Steam only allows one person at a time, if it's any consolation us older gamers had to do that back in the heady days of the Spectrum, and if you look at it on the bright side, you can both chat and talk about the game together instead of quietly playing separately.

It does however heartily svck that a family member cannot play the game too.