So I created a giveaway...

It happened to me once, just wait a bit and he/she'll notice it.

If not, then report, he/she has 7 days :)

I think you may send a warning that the winner must activate the game on his(her) own account, according to the rules.
But in general - just wait a couple of days, maybe the person is busy or something =)

Thank God I've never had this problem. Everyone who has won a giveaway of mine has redeemed it and marked it as received immediately upon receiving it.

I had.
Once of my GA winners, marked received as soon as it was ended. The person didn't even knew me, so I tried to add her/him on steam and give it away. But the person didn't allowed me to add him/her. So contacted SG support and they told me to sent the gift to winners e mail or re-roll. So I sent it to the e mail and few days later game was redeemed on his/her account.

Yeah,happend to me to,but after 5 days the guy responded and i asked him to confirm that he received the gift and he did it.Just wait 7 days and report him after,wait for the mod to respond and give the gift trough Steam.I think it's more ok to add somebody on Steam and give them the key rather than give it to the email because things like this could happen.