Open the Steam client on your computer. If you don't have the client installed, go to Steam's website and download the client there.
Log in with your Steam account or create a new one.
After you have logged in to Steam you can now activate your game key on Steam. To activate your key, click on the Add a Game... button in the left bottom corner, and then select Activate a Product on Steam...
Then click Next, read the user agreement and then enter the key in the field.
After that, the game is added to your account and can be played from the Library section on Steam. Make sure to mark the key as used on Groupees.