A Scenario designer sent me a copy of his scenario that he put in the Steam Workshop called “Jerusalem - 4 Player”. He made it with the Steam version, whereas I only have the CD version. We thought that it might work because it’s a .scx file, and both versions can read them. Unfortunately, when I load the scenario, my game crashes.
So I guess that the answer to my main question is that “No”, the Steam ones won’t work in the CD version. I don’t know if you have another answer.