Download and install Steam here by clicking the green button labeled "Install Steam". This will download a program to install Steam on your computer. Run this program and follow its instructions to install Steam.
Once Steam is installed and you start it up for the first time, you will be asked to create a Steam account or login to an existing Steam account. Please note that all product keys you redeem are tied to the account, and can not be used again, so it's important that you remember the login information for this account!
Once logged into Steam, select the tab "Games" in the top bar, between "Friends" and "Help". A menu will pop up, where you select "Activate a product on Steam". Follow the instructions that appear, and enter your product key when Steam asks for it. The product will now be added to your account and is ready to be downloaded.