The reason I ask is on their site "Steamworks" they ask you to send them a demo of your game and if they choose it to be on Steam they send you their SDK (Anti-piracy, other tools) so how would I incorperate that sdk into a construct program if I don't have access to the source code?
Right, but that's not them asking for your source code, that's asking you to add their code to your source. Which brings me back to the reason why most publishers won't take a game made in a program like Construct -- they would likely ask you to remake it in a proper language.
Your best bet is to go with a small company that publishes indie games. (And yes, Steam does publish indie games, but they are all written in a language).