will steam shut down one day or in the near future? i heard i do not really "own" my games but just the liscence to them?

No.

If the company that owned the name ever got in to financial difficulties, I'd expect one of the international retailers to buy it out to keep things running.

Steam is essential for many smaller game makers to sell games.

It makes a small profit on every game bought through it, so has no reason to stop doing that.

Also, if the Steam service shut down so peoples games could no longer start, it would cost the industry in general billions in compensation - 

eg. here in the UK, consumer laws require things to be "fit for purpose" for six years from purchase.

That means people could demand refunds from the sellers for all games bought within the last six years. In other parts of Europe it may be as low as two years [that's the legal minimum for any EU warranty], but it's still a vast amount of money.

It would be cheaper for big games sellers to keep the service running, than allow it to stop!

demand a refund of your license payment.

Digital storefronts have closed down in the past, someone else may pick up the licenses. The devs generally still want their games to get bought after all. That's for PC anyway, console storefronts don't have the same luxury.

Ultimately though, yeah, we're all the mercy of someone, be it Steam, Sony, Microsoft, Nintendo, etc, when it comes to digitally 'owned' games. I don't think we need to worry about any 'near future' losses.

You could get small indie titles from GOG instead.

Steam won't shut down.

As of right now, I don't see it going anywhere.  There are to many active user.  As long as Steam is making money, again I don't see it going anywhere.