To use your new Steam key you need to have a small game manager installed on your PC, MAC or Linux machine.
- Visit http://store.steampowered.com/about/
- Confirm that the correct platform (Windows, Mac or Linux) is selected for the computer you are using.
- Click the "Install Steam Now" button.
- Allow the Steam installer to download and run/open it then follow the instructions to install the Steam client onto your computer.
As the Steam client starts, you will be prompted to login or create a Steam account:
For information on creating an account, refer to this article.
For information on activating/downloading/playing a game, refer to this article.