Do giveaways have to be exclusive to steam or can other platforms?

Steam only here. After all, it is STEAM Gifts.

You can make GA's using puzzles but you won't CV here.
Or you can also drop them here.

Just make sure not to drop the key without hiding least part of it if you do it on threads.
There are bots that pick every single key as soon as they spot it (or if not bots random people who never even say thanks >:( )

Please, read the Guidelines & FAQ.
This will answer a lot of your questions, and it will keep you from doing things that aren't allowed here.