Steam OS Packaging how to do this?

SteamOS is currently supported as part of the Linux target. You will need to use the GitHub source, along with the optional zip and the Linux cross-compiler toolchain to enable Linux support.

EDIT: I would also recommend against putting a Linux UE4 game up on a store for now. Current Linux support is very very rough, and there are several issues (sound doesn’t work, binaries are not automatically created w/ the executable bit, etc.) that we are working to resolve for future updates…