Hey Ky,
steam_appid.txt file is just a text file with steam appid assigned from steam in it. It’s required to be in game root folder when running with steam. In non-shipping builds, it’s generated automatically and deleted when engine shuts down gracefully (see here), but this needs to be manually created for shipping builds. engine uses SteamDevAppId value when it generates file.
required steam DLLs need to be located at Engine\Binaries\ThirdParty\Steamworks\Steamv130\Win32 (or Win64 for 64 bit versions). If it’s not a dedicated server, only required DLL is steam_api.dll and/or steam_api64.dll.
Hope that helps!