Where can I report a thief steam trade ?

you can ...

1) Report them using the report function on their profile (get their actual Steam ID, not the name. in this case 765611980025xxxxx)
2) Report them by contacting Steam support
3) Report them on steamrep.com to warn others (note: it's not an official Steam site and not affiliated with Valve)

be prepared to deliver proof for your claims (e.g. screen shots)

You are not allowed to point out users in this forum, so please remove his profile in your original post

Have a nice day =)