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Two ways. Either copy-paste the entire Europa Universalis IV folder from "steam/steamapps/common" directory, make a shortcut for eu4.exe, and run it through that (but that might take a while to copy the entire game).

The alternative is to run the exe directly in the steamapps/common folder. The second one doesn't work for certain games, though, as I remember doing that once for another game and it still had the overlay enabled.

Or, you know, you could just turn off the overlay.
 
Or, you know, you could just turn off the overlay.
That only turns off the overlay. If somebody didn't want to see Steam again, my way would be better.

Because once the game is on your computer, it's on your computer. You can do whatever the hell you'd like with it.
 
Two ways. Either copy-paste the entire Europa Universalis IV folder from "steam/steamapps/common" directory, make a shortcut for eu4.exe, and run it through that (but that might take a while to copy the entire game)...
Nah. Takes less time than downloading and works a charm. Put it in the Paradox directory, next to EU3 and other titles (WHERE IT BELONGS!)

Then you don't have to worry about Steam's intrusive spyware and can play the game as always.

Will have to go through same procedures, again, though, whenever there's a patch or DLC. Still... a better DRM than some out there. And I infer there are some multi-player advantages, via Steam, if that's your thing. Note: neither multiplayer nor achievements, nor iron-man mode will work outside Steam.
 
Many many times. I did find this link to enter in a request for assistance: https://paradox.zendesk.com/requests/new but it is still waiting to be assigned to an agent. That service number is #24358. Hopefully they are just a little back up and will soon get me going.
Still no reply from webshop@paradoxplaza.com and someone from the link above replied to forward the issue to webshop@paradoxplaza.com. Great software production company with NO Customer Service? Here I thought I was doing them a favor cutting out the middle guy by ordering the game direct, but still waiting to download my game!