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In AoE2HD, multiplayer games (including LAN) cannot be played without Steam. The game itself can only be purchased from a Steam store. Click the green "Install Steam" button to download an installation stub (a 1.5 MB file named SteamSetup.exe). Wait for the download to finish. After the file has downloaded successfully, run it to begin the setup process. The full Steam application will now be downloaded (~120 MB on average). The software works for both Macs and Windows PCs. After the setup process is complete, you will be asked to log into your Steam account. Type in your username and password into the provided boxes and click "Login" to do so. If you do not have a Steam account, you can create one by clicking the "Create a Steam account" button at the bottom of the Login pop-up. You'll be asked for a Steam username (create one that is unique), your current email address (make sure that this is active as you will need to confirm it), and a password for your Steam account.
Visit the Steam website. Download the Steam software. Install Steam. Log into your Steam account or create a new one.