Are you saying you don't have the "Game Of The Year" edition of Fallout 3 ? But a disk copy of the core game then a disk of "The Pitt" ?
But if you have a disk copy of "GOTY" edition ... which includes all of the expansions ... you do not need steam period.
Now Fallout NewVegas ... is a completely separate game , not an expansion of Fallout 3. And it has a bunch of its own expansions.
The Fallout NewVegas Ultimate edition has all of the expansions with it. And I myself did purchase a disk from Amazon for it.
But low and behold ... it just installs steam , then I have to download and install from them.
Which is OK ... except that I do like having an actual disk copy , and I could have just bought it from steam in the first place, saving time and money.
So to answer your question , just need to know what versions you have.