@Dino.707
This topic might be helpful: http://forum.game-labs.net/index.php?/topic/2036-how-to-activate-download-the-game-on-steam/
To activate your Sea Trials key you'll need to be logged into your steam account using the Steam Desktop application.
Going to http://store.steampowered.com/ in your web browser is just Steam's online storefront. If you don't have the Steam desktop application installed you will want to click on the green install Steam button on the top right hand corner of the storefront's webpage and follow the instructions.
Once the Steam desktop application is installed login to it using your Steam account details. There will be two sets of drop down menus (you want the ones at the very top left of the application. Which from left to right read Steam, View, Friends, Games, and Help).
Click on Games and the second option in the menu that appears should be Activate a Product on Steam...
Click this and follow the instructions. When it asks for a product code enter your sea trials key. This should get you up and sailing....see Dadur's image above if you're having trouble finding the right drop down menus.