Valve recently released the Steam Link App, which can run games on mobile devices with more powerful machines, while streaming video to mobile devices. Even better, Steam Link (beta) also supports Raspberry Pi!
The principle of Steam Link is to use WiFi network to stream the computer screen to the Raspberry Pi, and the connected gamepad on the Raspberry Pi can be used to operate the game. You can play Steam games on your computer with Raspberry Pi elsewhere. In other words, the player must purchase the game on the Steam platform in advance and install it on the computer. The Raspberry Pi is only used for the second screen display and operation purposes. The game will not occupy the Raspberry Pi storage space.
All you need to do is run Raspbian and install Steam Link as follows:
wget http://media.steampowered.com/steamlink/rpi/steamlink_1.0.5_armhf.deb sudo dpkg -i steamlink_1.0.5_armhf.deb
After the installation is complete, you can run steamlink from the command line or run Steam Link from the game menu in the desktop environment.