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If you look at the games listed under MyGames here, you'll see there's no CK1. That's because it's too old to use that system, which started with EU3. While I never had this game I would assume it has a copy-protected installer and CD, like EU2 did.
 
If you look at the games listed under MyGames here, you'll see there's no CK1. ..

There is none for Crusader Kings 1 or Crusader Kings 1 Complete Edition, however there is an icon available for the Crusader Kings - Deus Vult! addon.