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You should get a steam activation code from amazon.
Then in steam you go to games -> activate steam game (or code or product or something like that) and a window will pop up.
If you agree to the statement and hit next you should be able to paste your code into a textbox and hit next and it should activate the game (add it to your library and let you install it).

As I understand it. I don't think amazon does anything strange and all Magicka games are Steam games (there is not a non-steam version).