If you have a problem to use steam on dedicated server, remove this code from /Engine/Plugins/Online/OnlineSubsystemSteam/Source/Private/OnlineSubsystemModuleSteam.cpp.
UE4 seems not to support steam on 64 bit yet. Game client is fine. But not dedicated server. It was disabled on 4.15.
void FOnlineSubsystemSteamModule::LoadSteamModules()
...
#if 0 //64 bit not supported well at present, use Steam Client dlls
if (IsRunningDedicatedServer())
{
SteamServerDLLHandle = FPlatformProcess::GetDllHandle(*(RootSteamPath + "steamclient" + Suffix + ".dll"));
}
#endif
...
Entry point not found - steamclient64.dll
