Steam and multiplayer games

So my understanding is that most/all online games will try to authenticate and therefore won't allow you to access online content, right? I saw one torrent host advise blocking program from getting online or communicating thru steam.

I've wanted to snag Overwatch e.g. but was worried about this.

Speaking of Steam, I saw some "steam codes" or something that allow you to get a game through steam. Any risks associated with this?

Sorry for confusion, I had these thoughts like a week ago

Edit: thanks for the answers, comrades. Happy pirating!