If you follow these steps you should get your game immediately.
1. Open an account with Steam (http://www.steampowered.com).
2. Download and install the Steam client.
3. Run the Steam client software and log in with your Steam account details.
4. In the bottom left hand corner of the client is a "+ Add a game..." button. Click it.
5. Select "Activate a product on Steam".
6. Paste in the product activation key as stated in our "order is complete" email.
7. After that Steam will authenticate the code.
8. Click on "Library". You should see your game in the Library.
9. Click on your game to start downloading it.