Hi there. We'd need more information. That message is just informational; it means the game didn't detect Steam running on your computer. The game features Steam integration even if you didn't buy it from Steam. That message simply means the game couldn't enable the Steam features. But that shouldn't prevent the rest of the game from working.
If you have a full log file, please send it to firstname.lastname@example.org and we'll be happy to take a look if the game isn't working for you.