It depends on whether or not steam allows you to use the cd key that you are buying the other game from. For example I can buy Half Life 2 or CoD:Mw3 from amazon and the code will work, but i cant buy certain 3rd party games like sleeping dogs because the cd key wont work with steam. Basically look through this database, and see if your game is here. https://support.steampowered.com/kb_article.php?ref=7480-wusf-3601
also remember you goto the bottom left on steam and click "add a game..." to add a game from a cd key. Lastly, you usually have to redownload the game if you buy it from a physical disc and its a 3rd party game, not valve.

thanks

I think BL 2 is gonna be Steamworks so it should work out. I did the same with New Vegas and just redeemed the code on steam.

If the cd key is for Steam, then yes, you can buy the dlc. This applies for any key that's activatable for steam.