Yes i got my copy of the game from steam but i recall that when i bought fallout 3 pack from steam it game me some sort of key code to put somewhere but i never really needed it. but good to know that i don't need codes for it if bought from steam! thanks!
yeah some games that aren't steam works require keys to be activated outside of steam, MMOs, rockstar games etc.
http://i.imgur.com/HBiCd.png
The preload, click on the game, or right click on it and select pre-load. Restart your Steam client if you don't see it, applies for Steam pre-orders only.