Steam has now added support for the Nintendo Switch Pro Controller with the latest client beta. If you would like to use the controller you will first need to opt-in for the Steam Client Beta.
Steam Adds Support for Nintendo Switch Pro Controller
The controller can connect to the PC using a Bluetooth connection, currently the USB-C connection used for charging cannot be synced directly with PC.
The d-pad is ideal for fighting games and platformers and the gyro enhances aim in your action/FPS titles.
In order to test out the beta there are a couple things you will need to do first. Firstly in order to have access to the beta you will need to “opt in the Steam Client Beta“. By doing this you will be able to see the “Nintendo Switch Configuration Support” option in the Controller Settings page, this is the same page as PS4 and Xbox configuration support. You can find more details of how to set this up via the Steam Community.
There is no news on whether Steam will support Joy-Cons at this moment.