You should get a Product Key when you buy from Steam. You log in to Mogstation and when you try to upgrade your account, it should ask you to register the product key.

There's some people who have problems setting up their credit cards with SE though. If you have those problems, when you're registering your product key, there's a subscription option available after you do so to pay using Steam Wallet.

It's actually a lot harder to get the game registered on Steam if you already have FFXIV than to register your Steam game with SE.