You cannot redeem the Anthology code on Steam.
It's supposed to be entered here:
https://www.larianvault.com/voucher.phpCreate an account and the code will be accepted.
Besides, I don't think it has high priotiry at the moment, backer bonus still isn't working, at least for me.
I might just refrain from playing for a couple of weeks until it's all sorted out and hopefully more AI personalities are added.