First make a steam account.
Go to the store page, search for a game you wish to purchase.
Once the said game is found, click the "purchase" button.
And steam will tell you the rest from here.
I always use Paysafecard to buy games from STEAM because I don't have a credit card nor PayPal account, so it's very convenient for me.
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If you want to pirate them - The pirate bay. If you want to buy them - STEAM
Yes you can, you import and add non-steam games to your Steam library. From within the library you can launch and run any games, although 'Steam achievements' will only be available for Steam enabled games.
Yes, some. Not all of them can be activated on Steam. See the related links for a list of the games that can be activated on Steam and for the instructions on how to activate a game on Steam.
You can't.
No, but there is a steam function to add non steam games on to your library.