Steam should be installed on PC, running and updating. (You can use Steam Link supported by Pi via WiFi, but it should be as close to the router as possible). Because Ethernet is faster than WiFi, use the cable to get the best performance. When compared, Steam Link hardware from Valve gives better results when connected via an Ethernet cable. Start your PC and connect it to the home network via Ethernet cable.

Refer to the article: How to install an operating system on the Raspberry Pi to know how to do it. If you're just using Raspberry Pi, you'll need a copy of the Raspbian Stretch operating system based on Debian. You should have a Steam account and at least one game installed. You will also need a computer running Steam on Windows 7, Mac OS X 10.10 Yosemite or Linux Ubuntu 12.04 and above. Steam software on PC, Steam account and game library.A router with Ethernet port (wireless 5GHz is not recommended for Raspberry Pi).8GB memory card or more with Raspbian Stretch installed.Now, all you need to stream games from Steam to Raspberry Pi is: Previously, you could install Nvidia GeForce on your PC (if compatible) and use the GameStream software from Nvidia (Moonlight) to stream games via Raspberry Pi. What you need to play games on Steam with Raspberry Pi How to stream Steam on Raspberry Pi with Moonlight.Launch Raspberry Pi directly into Steam Link.How to connect the game handle with Raspberry Pi Steam Link.How to install Steam Link on Raspberry Pi.Configure PC to play online in the home.What you need to play games on Steam with Raspberry Pi.Stream game to Raspberry Pi with Steam Link software

Raspberry steam link