Launch Steam. Click on "My Profile". Click on "My Profile" from the dropdown list. Click on "Edit my Profile" on the right. Scroll down about halfway and upload a picture. If you're talking about the Steamgifts avatar, it'll automatically sync with Steam after (I believe) 24 hours or so.
EDIT
Damn you people are fast
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HOWWWWWWWWWWWWWWWWWWWWWWWWWWWWW>?
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