Hey redwalf!
To use Steam you need a Steam User account and to download the Steam client that lets you manage what games you have installed.
The full steps to play the game via Steam would be:
- Create a Steam user account:https://store.steampowered.com/join/
- Download the Steam client: https://store.steampowered.com/about/
- Then redeem the game by entering the Key (looks something like ABCD-WXYZ-QWER-TYUI) you got with your purchase: https://support.steampowered.com/kb_article.php?ref=5414-tfbn-1352
Does that help?
Cheers,
Erik