How to install a Windows game for steam?

So I have Cod World at War for PC and it says it is a game for Windows. How do I get it downloaded on steam but without having to put the game's disk in the optical drive? Or how do I get the Games for Windows application?

If you've got the CD key, try to redeem it on Steam!

How do I register a CD Key to activate a product on Steam?

Only some games, listed here, have the option to redeem a retail purchase onto your Steam account.

Call of Duty: World at War is not one of these. You will need to install it using the CD, and enter the CD Key where appropriate in the installation process.