I got confused after buying game on IL2 website (apparently this means more money to the devs) and then trying to download from Steam so here is what happened for anyone else of little brain like me.
Don't worry about the IL2 downloader, once you have your game key(s) for DW and/or BLITZ go straight to Steam and download game from there.
Once you launch Steam, do this:
1) Launch Steam app and login to your account;
2) If you don't have the Steam app installed, you can download it for free from the official webpage:
http://store.steampowered.com/about/Your personal Steam account can be registered via
https://store.steampowered.com/join, or by clicking the CREATE A NEW ACCOUNT link in the Steam client logon window;
3) Click ADD A GAME link in the left bottom part of the Steam app window, then click ACTIVATE A GAME ON STEAM, or open the GAME menu and choose ACTIVATE ON STEAM option;
4) Paste your digital game code into the activation form and press NEXT.
If you don't already have an up to date copy of Blitz you need to install that first. Once that is installed and updated you can repeat the above and install the DLC for Blitz which is Desert Warfare. (This will look like it is reinstalling Blitz all over again but don't panic, it is just updating with the DW content!)
Then you may need to set up your controllers and if so I recommend the great advice from Mysticpuma here to TURN OFF CLOUD SYNC:
https://steamcommunity.com/app/754530/discussions/0/3561682879995318093/Which, if you don't follow it, could mean you spend an hour setting up your flight controls only to see them reset to default when you start the game again.
And there is a more comprehensive beginners guide here:
https://forum.il2sturmovik.com/topi...il2-sturmovik-cliffs-of-dover-blitz-faq/Happy flying!