Steam will know what operating system that it's installed on and will only install the correct version of the game (if one exists). So if you go to install KSP through Steam on Windows, it will install the Windows version. If you do the same on a Mac or Linux, Steam will install the Mac or Linux version. Also, when you buy a game through Steam you're buying a "license" to use the software. This license is tied to your Steam account and allows you to install the game on any machine where you can log in from Steam. In short, you can legally use Steam to install KSP on any computer you want.
