No. It is is available on Steam (or GOG / Larian Vault, etc), but all the games are DRM free. None use Steamworks features like leaderboards or cloud saving.
I think Gamersgate is selling the GOG release of the game (they currently have the Anthology on sale for $10, or individual games at 66% off... use the code elder-geek.com to get 5% off the cheapest item in an order there).
Speaking of which, for Divine Divinity there is an update for the GOG version (and the anthology / DVD version) that hasn't gotten an official patch yet:
music fix.
