If you purchased a retail package and created a Steam account, you will need to register your CD Key to activate the product. Please see the Activating a Product on Steam article for more information on registering a CD Key / activating a product on Steam.
If you have already activated and played games on Steam in the past but the games are no longer appearing in your list of activated games, you are most likely logged into the wrong Steam account. Please see the Contacting Steam Billing and Support article for instructions to retrieve the account your games are registered to.
Sometimes Steam will appear to be functioning correctly, except certain games will be missing from your list. If you are absolutely sure that you are logged in to the correct Steam account, then the issue is most likely that your filter is set incorrectly. Please log in to your Steam account using the Steam client and ensure that all games are visible by clicking View > All Games on the upper-left corner of the Library > Games list.
Another possibility is that some ports are being blocked by your firewall and/or router. Since Steam cannot connect on all of the ports it uses, it may run into a problem verifying one of your games. To see the list of ports and to make sure that all of the ports for Steam are open, please follow this guide.
You may have to log out of your Steam account and log back in to Steam through the Steam client in order for the game to appear in the Library list.
The status of Pre-load Complete indicates that the game is fully installed to your computer but is not a registered game to the account you are currently logged in to. Please check your information and try logging in to any other Steam accounts you might have used previously.