Steam/non-steam doesn't matter, but you do need to have the same expansions as they have. But be careful, the only version of Sins on steam are the Trinity and Rebellion expansions. If they have trinity they can still play with out the expansions, but if they have Rebellion (the most recent and final expansion) they will not be play with you (I'm assuming you don't have Rebellion since it was released as steam only in most countries).

Oh, and you'll need to make sure your game is fully up to date for whatever expansions you have of course.