Meaning, even if I buy them physical they will be installed and played via Steam ?
I can't find information about it and I'm asking since they'r on sale (never played 3 and NV) and I want to know if They are Steam only no matter what.

No, retail versions are generally non-Steam, and don't require it to run.

I have a DVD version of Fallout 3 here, not tied to Steam in any way.
It’s a French version with a "Games for Windows Live" label at the top, can’t say anything about where to find it as it’s a gift and was probably bought years ago.

I also own a DVD/GFWL version of Fallout 3, no Scream needed BUT as fas as I know New Vegas was Scream only:

citing Wikipedia about Fallout NV: "The PC version of the game uses Steamworks for online functions, such as achievements and cloud save storage, as well as DRM."

You know how most boxed games sold nowadays are Steam games , right?

I've heared something about it but ctually... not really.
It's been years since I've bought a physical pc game since I have a crappy pc.
I'm going to buy a new computer soon so I want to get some games for it. I always prefer drm free, so my question is if F3 is one of those "boxed Steam games".

And what about GFWL, isn't it some sort of drm anyway ?

I don’t know what it really is, but you don’t need to go through it to install and play your game.

Games For Windows - LIVE was/is a horrible DRM, yes. If you buy Fallout 3 new now you're almost certain to get the Steam version and New Vegas always was Steam only so either hunt down a 2nd hand copy of FO3 and bypass the whole GFWL mess, wait for the games to come to GOG or take the medicine and buy from Scream.

So short answer, yes (99.99% prob) F3 is a Steam game even if bought boxed. It clearly says on that page: "Works on Windows - Redeem on Steam."
I have seen F3 and FNV for a lot less several times on Steam than the $20 this site asks.

20$ ? It's 6.79, 20 is for the bundle that includes F1-3, NV and Tactics.

I have the classics on GOG so I'm thinking about buying F3. I can't find any confirmitaion wheter it stil uses GFWL or Steam but I don't think I have a choice anyway if I want to play it. The next problem is that apperantly this game is not compatible with anything post Win 7 without some community fixes. Lazy bethesda.

If you buy Fallout 3, make sure that you get the GOTY edition (with all DLCs), because some mods (like the UPDATED Unofficial Fallout 3 Patch) can only be applyed on versions with all DLCs (and to later buy the all DLCs will be much more expensive, even on sales). Same thing applies for Fallout: New Vegas (get the Fallout: New Vegas Ultimate Edition, with all DLCs).

Yeah of course. I'm the "wait for goty" type guy anyway. Although I don't think I will use this mod. Even if the developers made some stupid mistakes it is still part of the game and dosen't bother me so much (bug are another story...)