GOG is not affiliated with Steam in any way, they sell their own games, with no Steam key whatsoever. Once you buy a game on GOG, you get the standalone GOG installer, which allows you to save a backup of it and install the game in any machine you own.
I understand that, given the huge expression and influence Steam has in the video game market, it's hard to wrap our heads around the fact PC gaming does not equal Steam, but it's true. When you buy a game on Steam, you don't get a GOG key (unless that game's developer/publisher allows it, but it's always the dev/publisher choice, not Steam's, and as far as I know it doesn't happen that often), when you buy a game on GOG, you don't get a Steam key.
I don't think you were trying to troll the forums, it was an honest question you were asking, but one that could be avoided with just a bit of quick research/googling. In all fairness, as a proud member of the GOG community, I say you're better off with GOG than with Steam. More goodies, great community, unmatched support and dedication to the user base, an amazing ever-growing catalog of classic oldies, modern innovative indies and some AAA titles, to please all tastes, and everything fully DRM-free, something you can't find anywhere else in the digital video game market.
Lastly, I'd like to say I'm a fairly new user and I was never offended or mistreated -- the only two or three times that happened I'm completely aware I brought it on myself -- and I don't think you were being ridiculed or mistreated in any way; you asked a question that sounded stupid for most of the community, and some people may not have been as polite as you'd expect them to be, but I didn't see any poster offend you in any way.
You say you have some trouble with English, so, if you care to discuss this further in Portuguese, feel free to send me a PM, I'll try to explain things to you as best I can, within the limits of my knowledge of DRM and digital stores.
Happy gaming! (You have bought four awesome games that should keep you busy for a while, enjoy them!) :)