yes. the game is distributed by steam, so it's the only place to get it. If you buy it from another site, it'll be a steam key.
with that said, the game isn't depended on steam, so you could play with out it I believe(CKII is like that at least) once you download it. The only exception would be multiplayer as Paradox went with multiplayer through steam instead of their old system which was very terrible(so it's a plus).