Steam is one of the most popular platforms for desktop games but you'll need to do a bit of setup to make sure your game can make the most of Steam specific fun...
Having not published a game to Steam myself, I can't say - but I would assume you'd have to be testing the game through Steam to actually trigger achievements, seeing as it relies on Steam's API to do so. Afaik it shouldn't need to be published to trigger otherwise you wouldn't be able to test your achievements.
Again, the forums are much better for this sort of thing but you could also ask for help in the unofficial community discord server, folks in there are usually super helpful.
discord.gg/SuRp4kN8