I'm not 100% sure what you're asking, but with VotM and onward we're not doing the license key thing; steam keys are just a way of getting the expansion in steam.
Anyway, if you own the game in steam you can install it there, then run the game without steam.
Alternatively, you could install it via steam, then copy the (ai war)/RuntimeData/Expansions/5/ folder into your non-steam install and that should take care of it. That would effectively be like running the full VotM installer on your non-steam install, and all you'd get buying from us would be the full VotM installer.
Please let us know if neither solution above works for you, but I think one will