I bought a game by clicking a streamer's link, i didn't know GOG at all and i assumed it was like g2a or humble bundle and that i would get a steam activation code. So i clicked everywhere trying to figure out how to show the code to redeem it. That's only when i saw i was downloading an installer for the game that i understood i would not be able to activate it on steam.
So, is there any refund policy for that kind of mistake? I admit i was pretty dumb to not check what i was getting for my money, but i haven't played the game so maybe it's not too late...

Yikes, as far as I'm aware, refunds can only be done on your GOG's wallet so you cannot get it back to make other purchases other than on GOG's store.
You learned a lesson this time I'm afraid.
*edit : It seems I am wrong about refunds, check MarkoH01's reply below

It is unlikely because GOG sells DRM-Free games.

If you have downloaded the game, GOG cannot remove it from your computer. Think that if GOG gives you the refund, you will have a game for free and that is the reason why they do not usually give refunds in this case but you can try. Maybe you can contact the company of the game and they might give you a steam key.

Just think of it as supporting the streamers.

Just for correction: this is wrong. If the reason for a refund is a valid one stated in the ToS then you can ask to get your money back as well and GOG does not have any problems with this. If however the reason for the refund is not covered in the ToS (which is the case here) so it's just GOG being nice here of course it's up to them how they would like to refund the game.

Thanks for your answers, as i was expecting i certainly won't get a refund. But that's ok i guess, i learned my lesson ^^ I still sent a message to the support, we'll see what they will answer but as the game is DRM-free i don't see a reason why they would let me have a copy and give me my money back

Ah thanks for the correction.

It's baffling to see someone disappointed they bought a DRM-free game instead of a steam key from a shady site like G2A, but I guess we've been way past that point where the world still made sense for a while now :P

May just want to have all of their games in one spot. *shrug*

Could be, which is perfectly understandable - some folks just prefer that simplicity.

Even if the refund appeal goes nowhere, at least there are the steps to add the game to the Steam client.

-----

Good luck OP; I hope you get things settled to your satisfaction. But while you're here, may as well take a look at the gOg exclusives. Not 100% sure, but I think at least some of these might be unavailable on Steam:

https://www.gog.com/games?devpub=gog,gog_ltd&sort=popularity&page=1

That, and there are the free games:

https://www.gog.com/games?price=free&sort=popularity&page=1

You never know. While the games here are DRM free, they are also "free" on pirate websites for torrenting. The main benefit you get from purchasing from GOG isn't the game itself, but the infrastructure GOG offer around it, the ability to re-download your game at any point, patching (for some games), support, etc. As well as the moral assurance that you are acting lawfully and fairly.

I understand that the refund policy would be abused if they didn't have this condition (by people that can't torrent, or just want better download speeds), but they aren't actually getting much protection from the condition itself. If you're asking GOG to remove all these account benefits of owning the game, they may not be too bothered if there's a rogue installer file left hanging around.

Yeah, unfortunately as the game is DRM-free they have no way of telling whether you installed it or not.

Honestly though, how badly do you need it to be on your steam account? I say since you got this far, just install the game and enjoy it. Maybe this is the start of your GOG library.

my thoughts too, what game is it that Steam would be so important to have?

I support this sentiment.
GOG is a pretty good storefront.
Also DRM-free is a great thing.