Yeah, all versions of Skyrim are on Steam.
And so far I've not had an issue with disappearing saves.
If you really cant find them, and you have to start new, its possible to use console codes to refinish your quests, refill your inventory, and set your level back up to normal.
Thats slightly less hassle then redoing everything from scratch.
Oh, check steam to see if your saves are backed up on their cloud.