To activate the Steam key you've received, follow the instructions below;

1. First up, open the Steam client. (If you don't have it, simply click the "Install Steam" button here => Steam Store )
2. Sign in to your Steam account. (If you don't have one, click here to create a new one => Steam Account)
3. Click on the "ADD A GAME" button in the bottom corner of the client.
4. Then, select "Activate a product on Steam..."
5. Write down or copy-paste the activation key that you've received from GamesForPlay in the window.
6. Your game is now visible in your library! Click on your "Library".
7. And finally, click on the game and select "Install" to start your download.