To access your Steam CK2, log into your GamersGate account - the Steam activation keys for CK2 itself plus every CK2 DLC you've bought from GG will be there.

Simply install the Steam client if you don't already have it, then paste those keys one by one into:

Steam | Games | Activate a Product on Steam​

This has to be done for every DLC separately, but only ever has to be done once for each key. Once done you will immediately get access to all your CK2 content.