Planet Coaster Alpha was sold through the Frontier store, but the full game requires a Steam account to play (steam is free) and you should have received a Steam key from Frontier. More details were posted
here,
here and
here with full instructions
here
To find your Steam key, go to the main page here
https://www.frontierstore.net/ make sure you are logged in, and you should see under the My Account menu, just click on My Key Purchases which brings you here
https://www.frontierstore.net/usd/customerkeys/
If you do not see anything there, make sure you are logged into the correct account. You can see your purchase orders, and downloadable products listed there too. If you still can't find your code, you should contact Frontier directly through their support email.
If its all there, just click "Show Key" next to Planet Coaster, then copy that long number. Then go into Steam and look for the Steam Code option to copy the number over to. If you do not have Steam already, you will need to download and setup an account here
http://store.steampowered.com/ Steam gives us access to the Blueprint Workshop where you can share and download park and ride blueprints you or others have created!
Since you are a pre-order Alpha player, you should automatically be upgraded to the "Thrillseeker" bonus edition, which unlocks a few extras too. Let us know how it goes [happy]
As for Alpha functionality, that version will continue to work up until April 28, 2017. After this date, Planet Coaster Alpha and its Workshop will be removed from Steam altogether.
Looks like you just made the cut off deadline