Nahh. The one you got probably uses Rockstar's Social Club and not both so you won't get a steam key. But you can "add it" to ur steam library if you want to use the steam overlay while you are playing it by going to Games (on the top) > "Add a Non Steam Game to my Library."
Just remember, it won't be part of ur steam library if u switch PCs and stuff but it will allow u to use the steam overlay if u want to talk to ur steam friends and etc while playing the game
PC Specs: CPU: 7800X3D || GPU: Strix 4090 || RAM: 32GB DDR5 6000 || Main SSD: WD 2TB SN850