Migration to Steam is easy, you can find full details here
. Once it's installed, you'll log into your same in-game account onto the same server as before, so all your cities, armies and progress will be there for you.
Steam can be faster at updating/verifying game files than our client updater.
Your achievements will unlock on Steam, including the ones you've already unlocked outside of Steam.
Plus you get access to the Steam community and game hub while playing.
The only thing you can't do on Steam at the moment that you can do without it, is test scenarios directly from the Editor.