I never ever had such a confusing purchase of a game… Bought a game online from GD website, but could not figure out where the fk is download or account creation?
Zantai may have to explain the download part because I never bought directly from the site and I have no idea, but about the registration part, you don’t need one to play the game once download.
Don’t get why it’s made so confusing… There is no download on website… what do you do after purchase
If you bought direct from the site and not the Steam version then you need to go to humblebundle.com and get your key there. You’ll need to make an account and then you’ll be able to get the key. Once you have that you then need to go to Steam and use the key to unlock the download there.
It says about humblebundle quite clearly in the purchase page
“Your payment will be processed by the secure provider of your choice. We have partnered with Humble Store to provide key distribution and to allow us to stay focused on game development. They will keep a permanent record of your Grim Dawn ownership so that you can always go there to download Steam key and any other future items tied to your purchase.”
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Technically you shouldn’t need to make a Humble account if you don’t wish to. They have an Order Resender here:
https://www.humblebundle.com/resender
…which only requires your email address which the OP should have submitted during purchase. From there he should get emailed instructions and a Steam Key for his purchase. You then take that key and put it into Steam:
and you now have your game.
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Sorry for me being stupid, but what is steam? is it an app I need to download?
Steam is the world’s largest (and most popular) digital game storefront and game manager/launcher. You need their program to play Grim Dawn, which can be downloaded here:
https://store.steampowered.com/
Crate uses HumbleBundle to handle any sales purchases directly from their website, sales of which gives you a Steam key to acquire the game on Steam. Most of their sales of the game come directly from Steam itself tho.
As you can see on Crate’s Buy Now page it clearly lists the needed platform of the game:
Also, it is rare that I ever see someone who hasn’t at least heard of Steam 
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It should also be mentioned that GOG is another platform that the game is available on - this one, unlike Steam, allows you to download the game directly without needing a game client like Steam.
https://www.gog.com/game/grim_dawn
Just a heads up for you that there are alternatives.
But the key you bought here is only for Steam, it won’t work for GOG.