Ehm, you can't have a game or for that matter any piece of software installed on your PC without code. The code is the game and the client is just a program to install the code onto your system and update all the appropriate registries. If you just go the your steam directory (/Program Files x86/Steam) you will find all the source code of the games you have currently installed. You can think of it almost as the client being a .rar and the code being all the contents of the client which then gets extracted onto you drive.
Vleis, are you being serious or are you joking?
That's not how it works. I'm a programmer. The closest that it will come to what you said, is if the code is written in any of the .NET languages for instance and then not obfuscated.
The files listed are C++ files (.cpp) and after compiling it's object code (compiled code, ie binary files) (though managed C++ could have been used, but I doubt it). The code is not like you said "the game and the client just a program to install the code on your system". The client is the executable that was created by building the source code using a compiler.
And to continue using your example. If you go to your Steam directory you will not find source code, you will find binary files. Like the executable files and game data such as graphics, sound and scripts, very often compressed or included in single files.
I think you should read about compiling:
http://en.wikipedia.org/wiki/Compiler
I hope all I wrote now makes sense because I had to do it quickly unfortunately.
And maybe you should go read about open source as well. Because the way you are describing source code, you are making all games open source.