First, you should install the Steam App by going to the official Steam website here: https://store.steampowered.com/. Once there, click on the button “Install Steam”. After the Steam App is installed, open it and Steam Login window will appear.
You will then need to create a Steam account if you do not currently have one. You can do this by selecting “Create a New Account”. Once your account is created, login by entering your Account name and password that you just created.
With the app open, select the “Store” tab. In the Search Bar, type PSO2 and click on the game. This will take you to the games Steam page. From here, scroll down and select “Play Game”. You will then be prompted to install the game.