How do you buy games from Steam in a different region/country? I've only ever used the Steam client on both PC and Android (not even the website version). Can you just go to each countries separate Steam site and purchase?

The only exception is key selling sites such as Play-sc.com (recommended) whom sometimes offer other region keys and give VPN or other instructions on how to activate them in your own region. One such game for me was a Russian key, and in the instructions they provided the English download patch which turned the game completely into the English version.