I'm now using dualshock 4 as a controller to play my games on steam, but is it possible to play with two controllers on steam games too? Like you play multi player games with 2 controllers on a PS4?
It's impossible to say for specific games since you didn't mention which ones. Some may not have controller support or not allow multiple controllers.
In general though, connecting multiple controllers to a pc is possible. PS4 controllers may require additional software, but this is capable of supporting multiple controllers at once.