Steam is not required, only a few games may show an unexpected behave beetween Steam and retail versions.
DX10 can be displayed in 2D only. Please note some games dont work with vorpx at all.
VorpX has different modes (3D Screens) where you can choose from.
If you have a game that doesnt have a 3D profile yet, you can create your own by copying profiles of others games with the same game engine. Inside VorpX you have different ways to manipulate 3D settings also. With DGVoodoo2 (please see forum and google) you are able to play DX7-8 and a few Glide/DX6 games in 3D also.
Note: Only games that render a 3D environment can ever be put into 3D with VorpX. 2D Games like Whispered World can only by played in 2D.