How do you buy a game on steam to get the CD-Key

What? Don't your game appear in your inventory after transaction?

You don't.
Steam does not sell keys.

U can't buy cd-key on steam, to get cd-key you have to buy game in shop in your town it's on game box. Sorry for my english, correct me if i'm wrong

Only some games provide you with a CD-Key (those that require 3rd Party DRM, like Mass Effect 2). Otherwise, you'll never get access to the CD keys.

The main way to get a Steam key for a game is to buy it anywhere other than Steam. For example, Amazon, GreenManGaming, Groupees Bundles, etc. These sites will often sell games that activate on Steam by providing you with a key to do so.

Which games exactly have you tried to buy?

If the game you're trying to play needs one, open up your inventory, select the game you need the code for in your library, cd code will be on the right side. You can't use this code to give away the game but if the game wants one before it'll let you play, that's where it'll be.