If i buy F:NV from gamestop or buy it digital from gamestop for pc will it run through steam? just wondering because mods are easier to download with steam it seems.

All versions will run through Steam.

ok cool, so if i buy from there and if i wanna buy dlcs from steam that will work too?

That's correct. The version you buy at the store is basically just the code to activate the Steam version, along with a disc that Steam can 'download' the game from. There's no real difference from buying it at the store or off of Steam.