It depends on the game, they do offer some kind of DRM, which requires Steam to be open when launching the game, but it's optional for the developer to use it or not. See https://www.pcgamingwiki.com/wiki/Digital_rights_management_...
PCGamingWiki also usually has information on whether the game is DRM-free or not, e.g.: https://www.pcgamingwiki.com/wiki/Hades#Availability