Top o' the mornin' to ya!!
I'm also new here, although back in the day I posted on the Ubisoft SH4 forums a lot. I used to play SH4 relentlessly to jog my imagination for a novel about WWII submariners and their boats. Now that the inspiration has been renewed, so has my effort, and so has my desire to play SH4 to death.
However, I've been having the same issues with trying to get it to run via Steam on Windows 10. Would you mind sharing how you got it to work?