To activate the Steam key you've received, follow the instructions below;

1. First up, open the Steam client. (If you don't have it, simply click the "Install Steam" button here => Steam Store )
2. Sign in to your Steam account. (If you don't have one, click here to create a new one => Steam Account)
3. Click on the "ADD A GAME" button in the bottom corner of the client.
4. Then, select "Activate a product on Steam..."
5. Write down or copy-paste the activation key that you've received from %s in the window.
6. Your game is now visible in your library! Click on your "Library".
7. And finally, click on the game and select "Install" to start your download.