Understanding the Error

The error "Steam must be running to play this game" typically occurs when a game is trying to verify its license through Steam, even if you've downloaded a cracked version. This means the game is still attempting to connect to Steam's servers to validate the game, which it can't do if Steam isn't running or if it's a cracked version.

Use Goldberg Emulator: If the original crack is consistently failing, using a Steam emulator like the Goldberg Emulator can often bypass these checks by simulating a Steam environment without the app actually running.  General Troubleshooting (If Steam is installed) 

: If a cracked game tries to connect to Steam servers, it may fail and show this error. Blocking the game's executable in your firewall's Outbound Rules can prevent this interaction. Use a Steam Emulator

Be Cautious with Cracks: If you still decide to download a cracked version, make sure you're downloading from a somewhat trusted source. Read comments and reviews to see if others have successfully run the game.

Conclusion

Ensure both Steam and the game executable are running with the same permission level.