Anno Gold uPlay/Steam madness

And here I thought it was some kind of massive discount.

First thing to check, Ubisoft has another game called Rise of Venice and it has a gold edition, and it wouldn't be the first time Ubi handed out a wrong key.
If it is Rise of Venice, there should be a Kalypso Launcher which can supposedly register the key. (Or get in contact with Ubi to get the correct game)
If it's actually Anno 1404/Dawn of Discovery, try running the game from Uplay rather than an icon or Start menu or anything else. You can also try reinstalling from Uplay, and see if you can register manually as part of the Setup options.

Also, help forums abound for Ubi games, which usually have a multitude of issues. Serious fans of the Anno series have often encountered numerous issues and can be of real help in such situations.