You cannot mix up a Steam version with a regular windows version. I found this out the hard way a few days ago but they were kind enough to get me a refund. In a nutshell Square treats Steam as its own console (exact words from the tech guy I talked to), as such you cannot mix a Steam version of FF and Heavensward with a windows version of FF and Heavensward, even though they both run on a PC! So your expansion must match the core game. So if you bought a PC version from a store or the Square site then you have to do the same with Heavensward. Vice versa if you got it off of Steam.