Contact the creator of the GA (worth a try, maybe there has been some kind of mistake). If he/she doesn't reply or say they don't have the game to give, mark as not received.
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I checked the spam folder and it's not there. And Steam trading didn't work either, since I didn't receive the email for Steam Trade Confirmation like at steamgift. Then I asked him if he just can't send the link in chat. And he says that he sent me the gift, and it's not the key so he can't send the link.
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If he has you in his friends list on Steam, he can send the gift to you directly. Here's the support article explaining the process. Note the "Send my gift directly through Steam" option, which is ideal for your case.
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If it's a gift and he's on your friend list he can recall it then send it through Steam instead using the "Send my gift directly through Steam" option.
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If anything else fails for some reason try this: http://www.steamgifts.com/discussion/IQvvg/happy-holidaysexe#xJGQjQm (not sure it still works though).
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So it's more then one week since I have won a giveaway, and I still didn't receive the steam key(and yes I also checked my email).
Who do I have to contact now?
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