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:
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Launch Steam and connect to your Steam account.
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Click on the tab "Games".
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Choose the following option: "Activate a product on Steam"
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Follow the instructions