there is no ME trilogy on Steam........best to get the whole thing on Origin where you can also get the DLC from. Steam doesn't have any ME DLC.
as for whether the DLC is worth it, that depends on your personal preferences. there are DLC which are pieces of the storyline, and others just add cosmetic items (such as alternate outfits for your squadmates) or additional weaponry.
Since you're new at this franchise, I'll try to keep it as spoiler-free as possible.
Mass Effect 1 DLC:
- Bring Down The Sky: It's a mission separate from the main plot. It introduces the Batarian race. The Normandy (your character's ship) receives a SOS from an asteroid, where Batarian terrorists have captured a human science team. The mission is no longer accessible if you have reached Ilos.
- Pinnacle Station: It's a Spectre training ground, with its own set of competitive challenges and leaderboards. If all objectives are completed, Shepard receives his own apartment on the Pinnacle Station asteroid. The mission is no longer accessible if you have reached Ilos.
Mass Effect 2 DLC:
- Lair of the Shadow Broker: Shepard receives unique intel on the Shadow Broker, a mysterious individual or organization which deals in the galaxy’s secrets. Information is his currency. Knowledge is power, and he has eyes and ears in every corner of the galaxy, on every world. It's an action-heavy DLC in which you team up with "an old friend" to take down the Shadow Broker.
- Zaeed - the Price of Revenge: This DLC adds a new squadmate, Zaeed Massani, a battle-hardened veteran mercenary and the founder of the Blue Suns mercenary group.
- Kasumi - Stolen Memory: This DLC adds a new squadmate, Kasumi Goto. She is a master thief without second, capable of cracking the most complex technology.
- Project Firewalker: Your ship acquires a new exploration airborne vehicle called the “Hammerhead”, with several Geth-related missions included.
- Overlord: An action-heavy DLC in which a hybrid AI has taken over a secret research station and is attempting to upload itself off-world and take over the galaxy’s machines, resulting in technological apocalypse. The Hammerhead is the main means of travel in this DLC.
- Arrival: This is the final DLC for Mass Effect 2 and It bridges the gap between the conclusion of ME2 and the beginning of Mass Effect 3. Reminiscent of "Bring Down The Sky", Shepard is instructed by his superior, Admiral Hackett, to rescue a personal friend of his from a Batarian prison on the planet Aratoht, deep inside Batarian space. Her last report stated that her research team discovered an ancient artefact on an asteroid in the Bahak system, which gave her proof of an imminent invasion by........giant space monsters.
*ME2 also includes several cosmetic/weaponry DLC.*
Mass Effect 3 DLC:
- From Ashes: Returning to Eden Prime, the planet where it all began, Shepard attempts to recover a Prothean artifact from the enemy faction. This DLC adds a new squadmate, Javik.
- Extended Cut: Originally meant to be released as paid DLC, the Extended Cut expands the ending sequence of Mass Effect 3. It is free.
- Leviathan: This is a lore-heavy DLC, which delves deep into the origin of the Reapers and introduces the Leviathans.
- Omega: Cerberus has invaded and taken control of the Omega space station. Aria T’Loak, Omega’s deposed ruler, recruits Shepard to help take Omega back. This DLC introduces the Adjutants: horrific Reaper creatures created by Cerberus which convert their victims into more Adjutants. It also has a DLC-exclusive bonus squadmate, Nyreen Kandros (female Turian).
- Citadel: Taking some much-needed downtime, Shepard is unavoidably dragged into battle through the Citadel wards by a new enemy who is dead set on eliminating him once and for all. Once the mission is concluded, Shepard throws the mother of all parties and spends quality time with every surviving squadmate he recruited in all three games (excluding Aria). Citadel is the final DLC for Mass Effect 3 and serves as a farewell to the trilogy and Commander Shepard’s story.
It also has an arena with its own optional side-missions, where you can fight against computer-controlled enemies. It's a much-improved version of Pinnacle Station.
*ME3 also has several weaponry & alternate outfit DLC.*
Whether you prefer action-heavy or lore-heavy DLC, each one is a piece of the story so I'd recommend all of them. The alternate appearance/weaponry packs are hit or miss.
ME3 also has a multiplayer mode and several DLC which are completely free of charge.