Doesn’t matter which of 2 ways:
You can do exactly as you’ve done before
yay -S steam
And choose nvidia for both when asked (just type correct number and press Enter)
Or you can do this by using pacman in one line:
sudo pacman -S nvidia-utils lib32-nvidia-utils steam
Oh sorry, i get what you mean…Well for playing games you’d definitely want to play only on Nvidia card, so it doesn’t matter…Technically you can play on Intel too (yeah that’s GPU inside your processor), but it will suck 
So installing intel vulkan as well won’t hurt…but won’t help either 