Go to: http://store.steampowered.com/ and download STEAM client
Click "Install Steam" (from the upper right corner)
Install and start application, login with your Account name and Password (create one if you don´t have).
Please follow these instructions to activate a new retail purchase on Steam:
Launch Steam and log into your Steam account.
Click the Games Menu.
Choose Activate a Product on Steam...
Follow the onscreen instructions to complete the process.
After successful code verification go to the "LIBRARY" tab and start downloading.