Hello,
I have recently found out my friend plays HD edition on Steam. If I buy HD edition here independently, can I play mulitplayer games with him? How should we connect without the steam support?
Thank you.
Hi. Welcome to the forums.
I’d suggest that you buy it on Steam… especially if you want to play it with your friend. 
If you want to avoid Steam, try playing the original AOC with UP 1.5 and Wololo Kingdoms on Voobly.