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I'm new to GOG and I was wondering if there is a CD for the games so I can add them to my Steam library
AFAIK, no. Steam and GOG compete with each other. It doesn't make sense for them to collaborate on this matter.
Neither Fallout 1 nor 2 used CD keys. I'm pretty sure neither did Tactics.
After you've purchased these games you can download them and install them without any trouble. The gog version does not need a key.

(I have the gog version of Fallout 1, 2 and Tactics)
Post edited April 07, 2012 by gnarbrag
I've got games from GOG that launch from my steam library. Just click on 'Games' in the top menu, select 'Add a non-Steam game to my library...' and just click the box next to the game you want to add. No game info will show up like the games you buy from steam, but it will launch just fine.