According to GPGs last statement, you can use your CD key and redeem a licence on Steam.
If you have a gold edition (Supreme Commander and Forged Alliance in one) you have two CD keys, and from my personal experience each of them can be redeemed for a gold edition on Steam. (-> so you could give one cd key to a friend )
If you refuse to use Steam in general, then you can't play. (Read more why we require Steam here.)
Sorry, we do not support licence checking on GOG. We are in contact with GOG to resolve this issue.