Steam keys were not given out for games in this bundle, even if they may say do so in the game pages.
And I don't know about your 2nd question. Sorry.
Extract it to a location then go to that folder location. It wa going to send it to a weird location but just extract it to a location you'll find it. Then click on the desktopgoose.exe file.
If I want to play co-op, what controllers would you recommend using on PC? I'm ordering a "rockfire" USB adaptor for my old old 15-pin Microsoft Sidewinder controllers. I guess I'll have to wait and see if that wold work. But, what are generally the best controllers to use for the majority of these itch.io games? I've heard Xbox One controllers are generally good for PC.