This. If Steam asks you to install it, that means it's in your library. Try restarting and be sure to set your library view to "all games", not "installed".
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Well, if it was a gift, you can search the link of the gift on your historic, for example: http://storefront.steampowered.com/redirect/?ackgiftpass=ABCDE123456789
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well, your game library does not show that you have portal since that is what you won, so according to steam you have not claimed the gift which means the person that gifted it to you should still have it in their inventory and can resend the gift. So I guess all you can do is wait for the gifter to resend it, but if it is gone from their inventory as well then you and the gifter will have to contact steam and let them know who sent the gift and that you clicked the link for it but it is not in your library.
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http://steamcommunity.com/id/DeathTrap82/inventory/#753
As you can see, he still has it in his inventory.
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