You'll need to do a bit of work to get to it, however.
If you don't have a Relic account, the first step is signing up for one on the Company of Heroes website.
You'll need to do the usual sign-up rigmarole, then pick a username and verify it. Shortly after the Company of Heroes 3 alpha announcement, this step wasn't working. If it gets stuck on an eternal loop, give it a few minutes and try again.
Next, choose the Company of Heroes 3 alpha. The site prompts you to link your Steam account.
How To Play Company of Heroes 3 Alpha On Steam? Sign Up Steps Explained
Doing so will probably throw up a Steam identity check, so follow through with that.
Once the accounts link, you'll be back at the Company of Heroes website. Choose "redeem" on the page, and it links your Steam account again. Give Sega permission to put the game keys on your account.
Now you'll find the alpha in your Steam library and can continue accessing it until Sega removes the alpha.
The Company of Heroes 3 alpha is available until August 2, 2021 at 7pm PDT / 10pm ET, while Europe has it until August 3 at 3am BST / 4am CEST.