Steam Client:
Step 1: To redeem a Steam key and play, you will require a steam account and the game client, the Steam game client can be downloaded here: https://store.steampowered.com/about/ And you can create an account here if you do not already have one: https://store.steampowered.com/join/
Step 2: Launch the Steam client and login to your Steam account
Step 3: Click the games drop down menu in the top left
Step 4: Choose activate a product on Steam
Step 5: Follow the onscreen instructions to complete the process