@DimsRus, I have the steam version, too.
Here's what you can do:
1) Install silent hunter 3 via steam
2) Find the copy of SH3 inside your steam folder like D: \ Program Files (x86) \ Steam \ steamapps \ common \ Silent Hunter 3.
3) Now paste the entire Silent Hunter 3 folder somewhere on your hard disk like D: \ Games \ Silent Hunter 3
4) Rename your Silent Hunter 3 folder to "SilentHunter3". It is important that the name has no spaces.
5) You should now be able to install LSH 2015. Once you have started the installer the only thing you have to do is finding and selecting your "SilentHunter3" folder.
6) Make sure you activate at least the mods called "_LSH3-2015___FULLVERSION" and "_LSH3-2015___Patch_HSIE-V16B1" with JSGME.EXE
7) Run "HsieOptionsSelector.exe" and select the options you like, then confirm.
8) Run "SH3Cmdr.EXE". Select what you like and click on the check mark box in the bottom right corner of the program to start the game!
Hope it works for you