How to review a game in Steam library?

Solution 1:

If you scroll down on the game page in your library, there is a button that lets you post a review:

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Alternatively, if you have played a game for some time but have yet to write a review, there is a feedback panel that leads to a review prompt page:

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Which leads to:

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Solution 2:

You can write a review for a game you own from the game's store page. You can reach the store page through the link under the install/play button on the game's entry in your library.