Your SH4 folder should be under Program Files/Steam/steamapps/common/
From there you can use JSGME as normal. You do need to have the right folder path for it to work. Otherwise the Steam version is no different from other versions as far as mods - everything should work fine.
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There are only forty people in the world and five of them are hamburgers.
-Don Van Vliet (aka Captain Beefheart)
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