Won a giveaway, no key?

Try to contact to giveaway creator by adding him on Steam or messaging by e-mail.

Note the site rules:

Allow the giveaway creator one week to send the gift. Please be patient and do not contact them during this time.
If the gift is not received after one week, you may contact the giveaway creator on Steam to follow-up.

You're fine to contact the GA creator via the giveaway if there's a clear issue prior to the one week period (though you likely shouldn't do it otherwise), but it's expected that you'll wait the one week period for any off-site communication (and also that you'll only use it after having attempted to communicate on-site).

Those expectations aren't just based in the site rules as they're written, but also in the fact that some GA creators will blacklist you if you go against this expectation. Moreover, some GA creators will deliberately stall sending the key (eg, until the end of the 7 day grace period) with the intention of providing a lesson in patience and respect (or perhaps simply to express frustration).

Likewise, GA creators may not respond to off-site communication due to personal preferences (I, for one, never look at my Steam invites or email unless someone has previously told me I should), or because they can't be bothered to deal with the hassle of dealing with any unnecessary annoyances, on top of whatever they've got going on in real life, and put the annoyance [eg, of a random Steam invite] out of mind unitl they have the free time to bother with it.
[Which means, off-site communication is not a reliable first-step communication method to begin with.]

Basically, it's just not a good idea to jump to off-site communication as a winner (excepting, of course, if you're familiar with the GA creator and already know that they have a differing outlook on such matters) until after you've established that communication can't be handled on-site, and that the GA creator won't be resolving any issues within the 7 day grace period.

^^ best reply