The Steam Deck and the Steam Deck OLED come pre-installed with SteamOS, which is a lightweight Linux-based operating system developed by Valve that lets you run games natively through Steam. But if you’re not a fan of the OS and want your handheld to be like other Windows-based Steam Deck competitors, such as the ROG Ally or the Lenovo Legion Go, you can install the Microsoft operating system to make it close to a full-blown PC.