Steam Achievements and Trading Cards are fully supported with Gears 5.
When logged in with your Xbox Live Account, you will also be able to see the equivalent Xbox Achievements for Gears 5, just like you would when playing on Xbox One or with a Windows Store version of the game.
Please note that Xbox Achievements are tracked on a per account basis. If multiple Xbox Live users are playing on the same Steam license, your Steam achievements will not necessarily align to your Xbox Achievements.