Steam is not compatible with other sources, including the original game CDs. I've had no problems with mixing base games and expansions from GamersGate, GOG, Amazon, or the old Paradox CDs (except that the CDs will no longer load under Windows 10 due to it no longer supporting the copy protection systems used).
Steam does not play well with others, and won't even recognized a non-Steam base game as valid to install an expansion.