<p>I am new to 3D printing and need to know if I use steel in printing, do I get the same strength (compression and shear) as steel profiles manufactured in a factory?</p>

A laser sintered part typically uses what could be described as surface bonding, as it does not melt particularly deeply into the powder. It would not have the same strength characteristics as machined steel or otherwise processed metal. A part constructed from 3d printing using feed metal/welding methods would have more strength, but would not necessarily have un-modified steel strength, due to the heat applied during the process.
Using a metal which responds to post processing, as in tempering, will likely improve the strength, but I believe that one is unlikely to reach the same values as "ordinary" steel. Compression along the lines of the construction layers would be reasonably strong, but forces applied in other directions are likely to match only the characteristics of the bond. The same consideration applies to shear strength.