This is my setup on my DefaultEngine.ini. Out of the box, without modifying the engine, this works with the Steam Overlay, unless you are working with a c++ project, in that case, you have to do modifications on the solution.
See Allar’s blog, he explains it very clearly.
Added: To make it clear, you dont even need to add any files into the Engine, unless you are planning on updating the SDK, if not…UE4 works with steam as soon as you add the setup into your DefaultEngine.ini (inside your project folder, not your Package Build folder)
[URL] GameName=Maze
[/Script/Engine.GameEngine]
+NetDriverDefinitions=(DefName=“GameNetDriver”,DriverClassName=“OnlineSubsystemSteam.SteamNetDriver”,DriverClassNameFallback=“OnlineSubsystemUtils.IpNetDriver”)[OnlineSubsystem]
DefaultPlatformService=Steam[OnlineSubsystemSteam] bEnabled=true
GameServerQueryPort=27015
SteamDevAppId=480 bVACEnabled=0[/Script/OnlineSubsystemSteam.SteamNetDriver]
NetConnectionClassName=OnlineSubsystemSteam.SteamNetConnection