1. Go on the website : http://store.steampowered.com/ and download the Steam client.
2. Click on "Install Steam Now" (top-right corner)
3. Install and launch the app, connect with your credentials or create an account if you don't have one.
4. Please follow the instructions to activate your key:
Launch Steam and connect to your Steam account.
Click on the tab "Games".
Choose the following option: "Activate a product on Steam"
Follow the instructions