Steam game doesn't get added to library or start download

Solution 1:

  1. Uninstall just the Games for Windows - LIVE client through the computer control panel.
  2. Reinstall just the Games for Windows - LIVE client from this link
  3. Reinstall Age of Empires Online from within the Games for Windows - LIVE client.
  4. Navigate to the directory where you installed the game and run the launcher.exe file as an administrator.

Reference: Steam forum.