Many Steam games do transfer over to Steam on Mac, but some do not. TPA does. But don't expect the graphics quality you get on the PC version. If you install Fusion or Parallels to run Windows virtually, however, you can run Steam that way. If you have a Mac with a good graphics chipset and sufficient memory (16 gb), it'll run pretty smoothly.
Why would you use parallels/whatever? You can just boot the mac into Windows once you install it on a partition...