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Guidelines
https://www.steamgifts.com/about/guidelines
FAQ
https://www.steamgifts.com/about/faq

Guidelines
Winning
Gifts you win must be activated on the Steam account you used to register. Do not regift, trade, or sell the gifts. After activating a gift on your Steam account, do not remove the game or set it to private, as we may need to verify the activation if your account is reviewed in the future.
Allow the giveaway creator one week to send the gift. Please be patient and do not contact them during this time. If the gift is not received after one week, you may contact the giveaway creator on Steam to follow-up.
Winners will need to correctly mark their gift as received or not received within one week of the gift being marked as sent by the giveaway creator. It is also necessary to keep this feedback up-to-date if the status of the gift changes.
If you are selected as the winner of a giveaway and then your account is suspended, the giveaway creator has the option to request a new winner.

FAQ
If I win a game, when can I expect to receive it?
Giveaway creators are allowed one week to send the gift after their giveaway has ended. Depending on the type of gift and the giveaway creator, you might receive the gift to the email address you have listed on the account page, a key might be added beside the gift you won, or the giveaway creator might have sent you a friend request on Steam to make the exchange. Please remain patient, and do not contact the giveaway creator during this time. If the gift is not received after one week, you can mark the gift as not received, and attempt to contact the giveaway creator on Steam to follow-up.

Have you received them?

I think it takes some months before the system finally locks in the feedback. So long as you have done your part, selecting received when you activate your win, then there is nothing else that needs to be done.

if you check the ones for received that are locked, you will get your answer.
"Feedback is locked after being in the "received" state for 30 days.
Please create a support ticket if you need to modify this feedback for accuracy."