Steam already works with a bunch of gamepads, including PS4's and Xbox 360's/One's, thanks to the Valve controller's software component. But if you'd rather use Nintendo Switch's, then you'll have to be willing to take Steam's beta client for a spin. The platform's beta version has added support for the Nintendo Switch Pro controller, so you can use its d-pad to your advantage in fighting games and platformers or just generally play better if your hands are more used to it.
After you update or install Steam beta, you can activate Switch Pro in the controller settings page, so the client can recognize and calibrate your device. That'll give you access to its configuration, where you can personalize what its buttons can do, though you can also change them on the fly by summoning the controller overlay through the Home button. Hopefully, that can make things less confusing if you switch (heh) between several gamepads depending on your mood.