How do I connect with steam

So I bought a disk copy of Defiance and I already set up my game so is there any way to still connect to steam?

Add the game from outside the steam, to your library...
You'll find the option for it in bottom left corner.

You will have to find if steam will link with a store bought copy since you said it was a disc,just log into steam and see if you can see if defiance is listed as a game that can be added.