Overview

Having a fully functional multiplayer game?
Chances are, you want to release it on Steam. And you want to benefit from Steam's API, for example, by using its lobby system, instead of punching NAT holes.

Before continuing, I suggest reading/watching the below resources:

The Steamworks.Facepunch API

https://github.com/Facepunch/Facepunch.Steamworks

Demo of Forge&Steamworks.Facepunch Implementation

Clean and perfectly working!
Has fully functional lobby + friend + avatars
I highly suggest to read its code, if not use it outright to skip parts of this "tutorial"
https://github.com/phalasz/forgesteamworksexample

Installing Steamworks.Facepunch

It includes the latest Steam SDK. Just follow the instructions, aka copy-paste it on your project, and write the code it says, on appropriate gameobjects.
https://wiki.facepunch.com/steamworks/Installing_For_Unity
Alternative link:
https://wiki.facepunch.com/steamworks/Setting_Up

Original/Raw installation, of Steamworks.NET (NOT FACEPUNCH!!)

It is good to see how it originally works, with steam_app_id etc etc
https://www.youtube.com/watch?v=o5-Y-5Dtg_c

Uploading to Steam&Managing Builds (using Steamworks.NET, not FACEPUNCH, but the process is the same pretty much)

https://www.youtube.com/watch?v=rK5Fr5hhslM