Hey ya. What exactly do you need help with? Just using it with your game or compiling it?
GBCbag 2 | Distribute your Gameboy (Color) game as standalone application (even on Steam) » Comments
Please see the FAQ above. The part to get your game running with GBCbag is really easy. Download it, put your game into the stated folder and ready.
Please note that I can't give a tutorial how to setup a Steam project. It's complex and there are many great tutorials out there. Steam/Valve itself got a great tutorial section.