Just to clarify as its not very clear. Do you have to own the original A-10, Blackshark2, and Mustang standalones?
No - all you need is DCS World (freeware) and whatever module you want to install thereafter. Not having other modules just means that you will not have direct control of said flyables. In other words, if you want to fly the Kamov, Mustang or A-10 as well as partake in the ground war, you will need all 4 modules installed. Just the ground war, you need CA and so on and so on.
Regarding STEAM purchases, you will just download the relevant module, install it to DCS World and it will be activated as a consequence of your prior STEAM activation. In other words, all it takes is a module download. Whether it forms part of your STEAM library I cannot say at present.
Hope that makes sense