Nahh, all these people are wrong. You can download Steam directly to your BIOS. It even gives a performance boost because you're not loading in the extra stuff for Windows. It's beast dude...
Download any windows u like, for instance windows 10, u will get unregistered windows at this point, now install a program called "KMspico" version 10+(10+ can activate win 10 lower versions cant) when u r done with installing program run it and ur windows will be registered forever u can even download windows updates now and everything
All jokes aside , yes you do need an OS to do anything. Literally anything. You can get a cheap cd key at kinguin.net. I think that's the website. Good luck and welcome to the master race