Open the Steam client, login and locate the Games tab on the top menu. Click this and then select “Activate a Product on Steam…”
Enter your unique code that's displayed on the 'Orders' page of Buy Steam / Origin / Uplay / Xbox / PSN game keys / License keys and follow the prompts to activate.
Your game is now viewable in the “Library” tab and is available to download/install when you’re ready. You can find additional support for the Steam client here: https://help.steampowered.com/en/wizard/HelpWithSteam