I won a game but there is no KEY!!!

He has a week to give u the key. Usually they give it next time they log in.

The gifter has to "approve" first. Just wait a bit.
Max 7 Days, if by then there is no key mark as not recieved

Read the goddamn FAQ

Call the cops.

It has just finish hour ago. You should wait for the giveaway owner enter the key.
After 7 day, you can click not received

The creator manually has to send the key on the site, it's not automatized. Also, the creator has 7 days to send the key - the giveaway ended like 35 minutes ago. Just wait. The trophy icon will blink when there's a key added.

If I win a gift, when can I expect to receive it?
Giveaway creators are allowed one week to send the gift after the giveaway has ended. Depending on the type of gift and the giveaway creator, you might receive the gift to the e-mail address you have listed on the account page, a key might be added beside the gift you won, or the giveaway creator might have sent you a friend request on Steam to make the exchange. Please remain patient, and do not contact the giveaway creator during this time. If the gift is not received after one week, you can mark the gift as not received, and attempt to contact the giveaway creator on Steam to follow-up.

FAQ
Guidelines

Ok, thank you very much, I'll wait :)

FAQ:

If I win a gift, when can I expect to receive it?

Giveaway creators are allowed one week to send the gift after the giveaway has ended. Depending on the type of gift and the giveaway creator, you might receive the gift to the e-mail address you have listed on the account page, a key might be added beside the gift you won, or the giveaway creator might have sent you a friend request on Steam to make the exchange. Please remain patient, and do not contact the giveaway creator during this time. If the gift is not received after one week, you can mark the gift as not received, and attempt to contact the giveaway creator on Steam to follow-up.

If you have any questions, please make a support ticket.