Can I register a retail boxed copy of a game with Steam?
It depends on what game it is. Obviously Valve's own games are possible to register on Steam. Call of Duty: Modern Warfare 2 also comes to mind since that one has to be played via Steam.
Here is a list of all retail games that can be activated on Steam: https://support.steampowered.com/kb_article.php?ref=7480-wusf-3601
Steam allows you to associate the keys of certain games with the program which will allow you to enjoy all the benefits you mentioned. In the Steam program, go to Games > Activate A Product On Steam in order to enter your key.
Unfortunately, not every game that is offered both on retail shelves and through Steam allows you to do this. Here is a current complete list of every game that you can link to your Steam account if you bought a retail version.
If you want to simply launch a game through Steam, which will allow you to use the Steam overlay and display to your friends which game you are playing, you can go to Games > Add A Non-Steam Game to my Library. Even if it's a game that is also offered through Steam, though, unless it is one of the games in that list, you won't be able to get the achievements/automatic updates/etc.
In short, Yes. However, not all games are supported. Here is a link to the Steam support which tells you more details and gives you a comprehensive list of all games that can be activated using Steam: https://support.steampowered.com/kb_article.php?ref=7480-WUSF-3601
If your game is not supported to be registered, you can still use the Steam overlay. Details here: https://support.steampowered.com/kb_article.php?ref=2219-YDJV-5557
Adding a shortcut to a non-Steam game
- Launch Steam.
- Click the Games menu, choose Add a Non-Steam Game to My Library.
- Browse for games on your computer or put a check next to the game(s) you wish to add to the Library.
- Click Add Selected Programs
- Start the game through Steam, and in the game you can press SHIFT+TAB to get the Steam Overlay.
Here is the list from Steam of supported Steam games (up to date as of today, 02-05-2012):
- Valve CD Keys in this format: ####-#####-####
- Valve CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Valve CD Keys in this format: 1AB2C-D3FGH-456I7
- AI War CD Keys in various formats
- Aliens vs. Predator (2010 Release) CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Alpha Prime CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Alter Ego CD Keys in this format: 1AB2C-D3FGH-456I7
- Anomaly: Warzone Earth in this format: 12345 - ABCDE - 6789F
- Audiosurf CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Borderlands CD Keys in this format: 1AB2C-D3FGH-456I7
- BRINK CD Keys in this format: 1AB2C-D3FGH-456I7
- Call of Duty: Modern Warfare 2 CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Call of Duty: Modern Warfare 3 CD Keys in this format: 1AB2C-D3FGH-456I7
- Call of Duty: Black Ops CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Call of Duty 4: Modern Warfare is not accepted on Steam
- Cities in Motion CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Civilization V CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Commander: Conquest of the Americas CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Cricket Revolution CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- The Cursed Crusade CD Keys in this format: 1AB2C-D3FGH-456I7
- Dark Messiah CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Dark Messiah Multiplayer CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Dark Messiah CD Keys may also have been printed incorrectly, please see the Dark Messiah article
- Darksiders CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Note: The number 2 and letter Z may look very similar.
- Dawn of War II CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Dawn of War II - Retribution CD Keys in this format: 1AB2C-D3FGH-456I7
- Dead Island - CD Keys in this format: ABCD1-2345E-FGHI6
- Defense Grid CD Keys in this format (Direct2Drive only): 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Deus Ex: Human Revolution Keys in this format: 1AB2C-D3FGH-456I7
- Duke Nukem Forever CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Dungeons and Dragons: Daggerdale in this format: 1AB2C-D3FGH-456I7
- Dungeon Siege III in this format: 1ABCD-D3FGH-45I67
- Elder Scrolls: Skyrim in this format: 1ABCD-D3FGH-45I67
- Empire: Total War CD Keys in this format: 1AB2C-DEFGH-IJK4L-MNOPQ-RST56
- F.E.A.R. 2: Project Origin CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- F.E.A.R. 3 CD Keys in this format: 1AB2C-D3FGH-456I7
- Fallout: New Vegas CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Football Manager 2009 CD Keys in this format: 1AB2CD3FGH456I7JK8LMNOP9Q
- Football Manager 2010 CD Keys in this format: 1AB2CD3FGH456I7JK8LMNOP9Q
- Football Manager 2011 CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Football Manager 2012 CD Keys in this format: 1AB2C-D3FGH-456I7
- Front Mission Evolved CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Global Agenda CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Note: Keys purchased directly from the Global Agenda website cannot be registered on Steam.
- GTI Racing CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- GTR Evolution CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Homefront CD Keys in this format: 1AB2C-D3FGH-456I7
- Humble Indie Bundle in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Humble Indie Bundle 2 in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Humble Indie Bundle 3 in this format: 1AB2C-D3FGH-456I7
- IL-2 Sturmovik: Cliffs of Dover in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Just Cause 2 CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Note: Please input all O's and 0's as Q's for Just Cause 2
- Kane & Lynch 2: Dog Days CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Killing Floor CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- King Arthur - The Role-playing Wargame CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Lara Croft Guardian of Light CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- The Last Remnant CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Lionheart: Kings' Crusade CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Lord of the Rings: War in the North in this format: 1AB2C-D3FGH-456I7
- Lost Planet: Extreme Condition CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Lost Planet: Colonies Edition CD Keys are not accepted on Steam
- Mafia 2 CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Magicka CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Metro 2033 CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- MLB Front Office Manager CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Mount & Blade CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Mount & Blade: Warband CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Mount & Blade: With Fire and Sword CD Keys in this format: 1AB2C-D3FGH-456I7
- NBA 2K9 CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Napoleon: Total War CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Order of War CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Pirates of Black Cove in this format: 1AB2C-D3FGH-456I7
- Prey CD Keys in this format: AAB1BB2C345CDD6E E7
- R.U.S.E. CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Note: R.U.S.E. keys from Ubisoft's Digital River service are not accepted on Steam
- RACE - the WTCC Game CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- RACE 07 CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Ragdoll Kung Fu CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- RAGE CD Keys in this format: 1AB2C-D3FGH-456I7
- Railworks CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Red Orchestra CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Rogue Warrior CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- SiN Episodes: Emergence CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Saint's Row 2 CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Saint's Row 3 CD Keys in this format: 1AB2C-D3FGH-456I7
- Serious Sam HD CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Shattered Horizon CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- The Ship CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Ship Simulator Extremes CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Silent Hill Homecoming CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Sniper: Ghost Warrior CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Space Trader CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Speedball 2 - Tournament in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Star Trek: D-A-C CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- STCC - The Game CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Stronghold 3 CD Keys in this format: 1AB2C-D3FGH-456I7
- Super Meat Boy CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Supreme Commander 2 CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Sword of the Stars II CD keys in this format: 12345-ABCDE-6789F
- Torchlight CD Keys in this format: 1ABC-D3FG-4567-JK8L
- Note: Only keys purchased directly from Runic Games or Perfect World prior to May 19th, 2010 can be registered on Steam.
- Total War: SHOGUN 2 CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Unreal Tournament 3 CD Keys in this format: 1AB2-3FGH-456I-K8LM
- Velvet Assassin CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- Worldwide Soccer Manager 2009 CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q
- X3: Terran Conflict CD Keys in this format: 1ABC-D3FG-4567-JK8L
- Zeno Clash CD Keys in this format: 1AB2C-D3FGH-456I7-JK8LM-NOP9Q