You will have received an email regarding the purchase so if you can find that you should just be able to find the links to your game.
For now everything will be located in your humble account: Humble Bundle - Log In
When in your humble account just go to the Stonehearth page within your library, you will be able to download Alpha 4 straight from there or see a box that you can click to receive a steam key. If you do that, and redeem the key in Steam you should then follow these instructions:
http://stonehearth.net/2014/01/02/stonehearth-revision-12-now-available-on-steam/