For the base game, or expansion?
For the expansion, please navigate to the options menu, Settings, Expansions tab, click on the name of the expansion, and input your license key.
For the base game, I am unsure, since on first time running it should have a dialog to confirm your license... you could reinstall the game quickly to have this appear again if you are in a hurry.
Welcome to the community, piemuncher! Hope you enjoy your game as much as we do. [x