Steam Client is not listing my game

Solution 1:

Age of Empires Online is a free-to-play game with optional pay-to-play DLC. The All in Wonder bundle is a bundle of this DLC for the base game. This might seem like a minor distinction, but it's an important to understand what's happening here.

As with other free-to-play games in Steam, the base Age of Empires Online game will not appear in the "All games" list like a normal purchased game would, even if have purchased DLC for it. However, if you go to the steam store and search for the game there, you will be able to install the game client through Steam as normal.

As your paid-for DLC is associated with your Steam account it should still be available when you log into AoE Online through Steam.

Solution 2:

Do you mean the Age of Empires Online: All in Wonder Bundle? This is treated as an item and may be added to your Steam Inventory rather than activating right away. You can access your inventory by going to the Community section and selecting the Inventory link. After that, select the item and select Activate (or something similar).