This means you’ve ordered a Steam Gift. To redeem it, log in to your Steam account via a browser. Then, copy the link for your Steam Gift and paste it into your browser’s address bar, then press Enter. You’ll be redirected to a page where you can add the item to your Inventory or Library (the game will then be linked to your Steam account).
If you want to gift the Steam game to a friend, simply send them the link you received (don't use it yourself in your browser), or add the game to your Steam Inventory and send it through the platform.