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I bought a GoG CD key from G2play but I can't find where I have to input it to get my game into my library.
http://www.gog.com/redeem

It's also on the bottom of the webpage if you're on the normal store interface, called "Redeem Code".
scroll down all the way down
hit redeem code

there you go
If you're using Galaxy, press the big + symbol on the top left, and then click Redeem Code.