If your purchase comes with a Steam or activation key then you'll find a Get key button below the list of files. When you're ready to get the key just click the button.
Once you have installed the Steam client, launch the client and enter your login credentials. When you are logged into your account, click the button in the bottom left corner that says "+ ADD A GAME…" to register the product key to your account.
In the pop-up window, select the "Activate a Product on Steam" option. This will open up a new window.
Follow the prompts, and paste or enter the numerical key you copied from your download page into the "Product Code" field.
Hit "NEXT>" If your key is valid, Steam will accept it and you will be taken to your library where you will be able to download and play your newly registered game.