It depends on the game. There are many DRM free games on Steam, (e.g. Gnomoria and in fact most Games from "Arcen Games" and some Paradox Titles) which will run without launching Steam when copied outside the Steam folder. And many more do not utilize CEG (which means Custom Executable Generation), which is the name of the system you are asking about.
If a game chooses to utilize CEG, then yes, a custom binary is generated for every customer, no matter which operating system you use.
You can find it out if such a binary is protected or not by using a hex editor, however it requires a lot of reverse engineering which is a bit out of the scope of this site.
(And to be honest, I am not a cracker, so I can't really tell you and if I would, it would be very wonky on the legal side of the matter)
How It works
The Steamworks CEG system generates a custom binary for
each customer. When you link your application with the Steamworks CEG,
we provide you with several tools that you use to generate metadata
about your executable file. This metadata is stored on the Steam 3
DRMS Server. When a user installs your game, the DRMS server collects
information from the customer's computer that uniquely identifies it.
The collected information is used in combination with the metadata
regarding your executable file to generate a custom binary, that
checks that it is running on the user's computer. If the user changes
the configuration of their computer such that the CEG checks would
fail to identify the computer, the CEG system will automatically
generate a new executable file for the user, and update their game
installation. These checks occur whenever your game is run, regardless
of whether the computer is connected to the Internet or not. In
addition to examining the user's computer, the CEG system will detect
tampering with the executable file, and will conceal its workings from
reverse engineering
Source(Scroll to bottom)
.exe
is Windows only. Macs have.app
and if I'm not mistaken Linux doesn't use extensions for binaries. Also, I doubt you could just disable a DRM without hacking the binary.