I did everything that is written in this guide(A new, community-hosted Unreal Engine Wiki - Announcements - Unreal Engine Forums ), but Steam Overlay (Shift+Tab) still does not work and Steam does not tell me that the game is running.
(I ran the game in Standalone)
LogOnline:Display: STEAM: Loading Steam SDK 1.39
LogOnline:Warning: STEAM: Steamworks: SteamUtils() failed!
LogOnline:Warning: STEAM: Steamworks: SteamUser() failed!
LogOnline:Warning: STEAM: Steamworks: SteamFriends() failed!
LogOnline:Warning: STEAM: Steamworks: SteamRemoteStorage() failed!
LogOnline:Warning: STEAM: Steamworks: SteamUserStats() failed!
LogOnline:Warning: STEAM: Steamworks: SteamMatchmakingServers() failed!
LogOnline:Warning: STEAM: Steamworks: SteamApps() failed!
LogOnline:Warning: STEAM: Steamworks: SteamNetworking() failed!
LogOnline:Warning: STEAM: Steamworks: SteamMatchmaking() failed!
LogOnline:Display: STEAM: OnlineSubsystemSteam::Shutdown()
LogOnline:Warning: STEAM: Steam API failed to initialize!
LogOnline:Display: STEAM: OnlineSubsystemSteam::Shutdown()