Steam API and Unreal Dedicated Server

We´ve created a server gameplay module for our server side gamemodes and succesfully built a dedicated server running that without any problem.
But how can we setup Steam API to work with our dedicated server? There´s nothing about it in the Unreal documentation and we don´t know what is the best approach to do that.
If we start our dedicated server with a log window and our steam client closed, the dedicated server throws a warning:

http://puu.sh/fzPDv/9991a8164a.png

If we start the Steam Client, then there’s no warning on the server log window.

The question is: Why?

Dedicated servers are not supposed to work that way. Dedicated servers using Steam API should register within Steam master server without using the Steam client. So, we’re supposed to integrate that Steam API functionality by ourselves? Or maybe we’re doing it wrong…
We got Steam API up and running with our client, but we don’t know how to work with it in the dedicated server as there’s not any information about it in the docs.

Also, why is it giving the possibility of running with -NOSTEAM cmdline? We don’t want people to be able to use the dedicated server without Steam.

I hope you guys can give me us an answer, thank you very much!

So, if you just run the server without Steam being open, it throws the error etc?

It shouldn’t be doing that, if everything is flagged right, according to

const bool bIsServer = IsRunningDedicatedServer();
    	
// Don't initialize the Steam Client API if we are launching as a server
bool bClientInitSuccess = !bIsServer ? InitSteamworksClient(bRelaunchInSteam, RelaunchAppId) : true;

Sadly this is NOT supported, despite appearing to “sort of” work under some circumstances and even being able to get it running, you will not be able to find your session in the session list.

This is not correct.