How do I?

When the winner is drawn you will have the option to Add Key on the winner page of the GA

EDIT - http://www.steamgifts.com/giveaway/GACodeHere/NameOfGame/winners is the link you are looking for. ( OR just add /winners to the end of your link )

You can just add the keys when the giveaway is done, either way you'll have to click send key for them to receive it.

I'm almost certain you can't add the keys to the giveaway, so just wait and contact the winners.
EDIT: NVM You can add them, oops.

Even if you did enter the keys at creation, they wouldn't get the key immediatly when GA ends, you need to manually click "Send key". At that time you can check the key or add one, if you want. So it's not a problem.

You can add them even before it's done. You still need to send them yourself with a link, so it's a moot point.

Okay Thanks everyone :)