If you buy it from steam, you have the same functionnalities as the website version, however...
the steam version is a steam program, meaning that you need to have steam launched, and that the licensing system is not done the same way (the steam version uses his own DRM I think), and steam support seems not that good in the case of C2 problems from what I've heard.
However, the steam version does automatic updates.
So, yeah, the functionnalities are the same, but the website version is less likely to have problems it seems. Between the two, I recommand the website one, except if the steam one is cheaper and you don't mind using steam with it.
I am sure other people will have a better opinion on the subject