It's a simple process.
Firstly, Get the Steam Client AKA the Steam App for your Desktop.
Next, click on the game menu in the top middle.
There should be a dropdown box(Or a regular select box).From there, click activate a product on steam.
From there, there should be a box to insert your Steam Key Code.Enter it and your random or selected game will automatically be added to your library.
If you have any more questions, contact me through a friend request. Have a good day.