Hi,
That's because the game isn't actually there yet. The dev team has explained on the kickstarter page that they met with unexpected last-minute bugs yesterday, and they had to delay the release of the game. Eventually the game got properly released on Steam at about 1 am tonight, and they said the GOG version is coming today asap.
Quote from their last update on Kickstarter, posted during the night:
"Good news, everyone!
The game is now LIVE on Steam for all backers!
We are uploading the DRM-free Windows, Mac and Linux versions to the Humble Store now, and those should be live soonish. Non-Steam users rejoice!
As for GOG.com, due to the unfortunate delays on our end, they will not be able to publish the game to their store today, but that will of course happen tomorrow morning. We apologise for this, but those last-minute bugs had to be fixed, and that put us severely off-schedule today."
https://www.kickstarter.com/projects/redthread/dreamfall-chapters-the-longest-journey/posts/1025347