Steam integration is one of the feature of the update 5.1. Steam and blizzard games are usually PC games. If you want to use your steam account you need to use gamestream using your Desktop PC and cast the games to your shield/tv.
Games the NSATV have are PC games that have been ported to the android OS. If you want to play PC games to your TV, use the gamestream feature and cast the games on your PC to your TV/shield and play it with the NSATV controller.
Your desktop pc though needs to have a Nvidia geforce card.
You need to check if the games are supported by gamestream. Although the list is long, you need to check it.
Sir question: Since my Graphics card in the PC is AMD, now can my kids use their Steam and Blizzard accounts and install the games in the Nvidia Shield as a stand alone devise so that they may play the game in the NSATV without casting from the PC? Sorry for my noob question....