What version of Sins do you have? In general the pre-Steam Sins games cannot be transferred to Steam, but the details vary depending on just what one you have.
This is partly because the only versions of Sins on Steam are Rebellion and Trinity. While Trinity technically has the ability to play all the older versions, steam doesn't support selling the older content individually. So if you have 2008 "original" Sins for example, with no expansions, that product is not supported on Steam.
Rebellion was the only one that came out on Steam at launch, so if you have that one, I'd expect your key should work on Steam.
If your version of Sins is not a steam version, you can still download it directly from the Stardock store forever. And you can always added it to steam as a non-steam game, there's no DRM or anything in those versions of Sins.