If you bought on Steam you normally cannot get an Oculus key. You can contact the developer and ask but you probably will not get one. Does not cost anything to ask though, lol!
If you are interested in cross-system multiplayer maybe refer to this cross-play Reddit thread. Not sure how up to date it is though?
Good luck mate and cheers.
Short answer is that you don't.
Long answer is that Steam is an entirely different store front and VR ecosystem then the Quest or Rift S. It's an ecosystem which is open to being accessed by any VR headset, true. But buying a game on Steam is not the same as buying it from Oculus. It may or may not have a version that is also on the Quest's app store. But when you buy The Walking Dead: Saints and Sinners on Steam, you did not buy it for the Quest. You bought it for your Steam VR library, which is a PCVR only library that isn't in any way connected to Facebook and Oculus. This means that Steam does not have Cross-Buy. That only applies (when available) when you buy from the Oculus Rift and Oculus Quest app stores.
As an example, I own an HTC Cosmos Elite. After factory resetting and gifting my Quest 1 to my brother for Christmas I had to rebuy Beat Saber on Steam to continue using that app to work out. I went in knowing this. As well as the fact that my Steam VR library (which is fairly extensive now) was not usable with my Quest in stand alone mode without using a 3rd party program (Virtual Desktop). That's no longer the case, but I'm still streaming my PC to the quest. At least I am when Air Link decides to work, that is.