Sorry, but the above is partly incorrect, it matters very much where you get the expansion from in relation to Steam.

You activated with a code that you got from Steam so you need to also buy the expansion from Steam (when it becomes available). The code determines whether your account is Steam or non-Steam and therefore which Windows version of the expansion you need to get.

It doesn't matter if you download/play through Steam or direct from SE's download launcher as they're exactly the same client/install. The game even patches directly with SE, not through Steam.

What the previous poster wrote about region is true though, you must make sure you get the expansion from the same region as your main game or it won't activate on your account (NA, EU or JP)