I don't think there is any WME game on Steam yet (and I don't think integration with Steam API is mandatory, btw).
From the Steam functionality I think the only one suitable for adventure games is Achievement support (you don't really need server browsers and such). But since the API isn't public, it's hard to say what would it take to integrate with WME.
Generally speaking, though, I can see three possible ways of integrating:
1) If the DLLs provide some simple functions, you could access them directly from WME scripts (scripts can call DLL functions).
2) You can write a plugin that will interface with Steam API on one side and provide script interface for WME on the other side.
3) You can modify WME source code.