I don't have the Steam version, but you shouldn't have any issues with Steam installing mods - just make sure everything goes into the right folder (i.e. program files/steam/steamapps/common/[SH4 folder])! I don't believe Steam protects any of the game data, and that's all that the mods need to overwrite.
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There are only forty people in the world and five of them are hamburgers.
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