From the FAQ (https://www.steamgifts.com/about/faq):

What should I do If I win a game that cannot be activated in my region, or if I receive a gift or key that does not match the game I won?
You should contact the giveaway creator to return the gift, and to inform them of the situation. If the giveaway creator is able to provide you with a replacement gift or key for the same game that can be activated in your region, then you should mark the gift as "Received". In all other cases, the gift should be marked as "Not Received". When marking a gift as "Not Received" it's recommended that you leave an explanation in the giveaway comments as a reference for both the giveaway creator and our support team. If the giveaway creator is not able to provide a replacement gift or key, they may ask your permission to delete the giveaway.