There are games like Torchlight 2 that you can get models without using Screencaps like Ninja Ripper, and with full rigging.
other steam games cannot be so easy... it varies depending on the game itself and/or wether it has or not a "Steam Workshop" section...
Sometimes, certain games like Facerig, even having it's own steam workshop, still you can't get models from it... I gave it a try to get Fluffo with no avail... Lucky me, was just plain searching on google... and as long as Facerig keeps updating it's contents and give more features... I think I may survive momentarily without it's models.
you can't get the character avatars from the program. but yet you can make your own facerig avatars and add them to facerig.
Like this, there are some examples... My suggestion is, that you better DO NOT try to get every file from every steam game... just look for the game you wan't to get the models from Steam... or else... you may try to download the pirated version of the games... those don't require steam... but of course... you know the stuff......
PS: I don't recomend using screencaps, it may depend only on what you are planning to do. if you can get the models fully rigged by just undestanding the file compression or simply using Noesis or QuickBMS, it's far better and easier this way.
otherwise, using NinjaRipper or 3D Ripper DX, you may end with a glitchy unrigged model in a plain OBJ file... of course it's just my opinion... On the other hand... using it to get static meshes like plants, structures or even weapons... it's okay. as long as the models themselves don't get their textures messed out or with deformations.
besides my last experience using NinjaRipper, although being succesfull at first sight, I had some kind of... problems at the end (When I was wielding the vertexes on Sadaharu model after I screencapped it and deleted everything else, some guys here knows exactly what model I'm talking about)
PS2: All Steam games when downloaded tends to install files to your computer, normally on C:/program files (x86)/Steam/steamapps/common/(Your game folder)
perhaps if you pay attention to the game folder and look at the datafiles, you may find wathever you are looking for, and perhaps if you send some of those files to us, we may try to find out how to decompress them, and get the models.
of course... when I am saying "US"... it doesn't include ME... Becuz even if I offer help, I don't have the knowledge enough to figgure out anything from unknown formats.
but maybe your Magicka has been installed to your PC. just need to look into the files.