First, please make sure you redeemed the game[s] on the correct Steam account by clicking “Details” on your "My Games" store page.
If it has been redeemed on the correct account, try restarting or updating your Steam client and see if your games appear. Sometimes it takes Steam time to reflect the new games. You can also try to click on your Steam account under the details and check if your game has appeared on your Steam community profile.