Generally speaking, there are 2 ways to install Steam for your Linux distribution:
There are certain advantages to using the different methods. Depending on your distribution, the applicable advantages and disadvantages may change; when this is the case, one option may become clearly more desirable than the other.
On Debian-based and Ubuntu-based distributions, you can likely use APT to install steam with a command such as sudo apt install steam in your shell. Alternatively, you can download the ".deb" package (steam.deb) from the Steam website and it install it with a tool such as Gdebi or dpkg. Gdebi is a graphical tool; you can just right-click the steam.deb file from your file manager and select "Open with..." and then select Gdebi to perform an installation with Gdebi. Dpkg is a command-line tool; the steam.deb file can be installed via dpkg by issuing the command sudo dpkg -i steam.deb in your shell after navigating to the directory in which you downloaded the steam.deb file (e.g. after moving to your Downloads directory with a command such as cd Downloads after opening your shell.
If Flatpak is installed on your system (you can check this by issuing the command flatpak list in your shell), then you can install the Flatpak version of Steam by issuing the command flatpak install flathub com.valvesoftware.Steam in your shell.