I must be an idiot, by it took me a long time to figure out you can’t activate those free Steam game keys on Steampowered website.
There’s no option for that. Apparently, you have to install what seems to be iTunes from Valve – the Steam client. Run and wait while it updates itself. When it finally launches, go to Games menu, select Activate a product on Steam, confirm the agreement, enter your free game product key, what while it activates, confirm again. Now it offers you to download the game, which I usually skip because I don’t play games, I just collect the keys and activate them in my account. Why do I have to install the client software for that and why can’t I just activate the game on the Steam website is beyond my understanding.