I bet he activated the key himself and he has no key now.

What is his native language? Maybe you can ask him to repeat that in his language and have someone translate it properly.

Maybe he meant how you're able to see some keys for activated games on Steam.

I'd say he tried to explain to you how to activate a Steam key... Probably activated the key himself in the process by accident :D

"ENGLISH, MOTHERFUCKER! DO YOU SPEAK IT!?!?"

Potentially he also simply forgot to paste the key into the email. If you find out his language, you can translate a message back stating so.

Or, potentially the key is handed to you in the messages section of the site in question, and the giver was simply trying to be helpful.

TOOK A STAB
(to add)games on (your) steam, (load) up steam. from there (you can) activate the product you are doing.
steam open. (at top) (click) games. click (activate) steam product key. After doing, (paste) key there. You're going.

If you speak Spanish to write it and I will translate

That's a bit weird. OP has 43 games, I assume he knows how to activate a key, so explain is kinda pointless.
Do you have screenshot from the chat or saved the mail? That you can contact support and mark as not received after 7 days.
But first are you sure you don't have the key?

Seems as though he just forgot to include the key in his email.

Don't be too hard on him. English isn't everyone's first language.