When you first log into Challengermode you can find all the available games in the Menu located on the left side, the games you have an account connected for will be in Your Games
To add a Steam Account for CS:GO , click on the CS:GO icon on the left side bar and then Add Account
You can also click the game name, CS:GO, in the menu - this will redirect you to the CS:GO game page which will look as on the example image below.
This window will then pop up with instructions as seen at the image below
By clicking on the Sign in through Steam button you will be redirected to the Steam account verification page (outside Challengermode).
Simply verify your account on this page (login) and you will be redirected back to Challengermode.
Please note: If your Privacy Settings on Steam are set to Private, you will not be able to link your Steam account. After making it Public it may take up to 15 minutes until you can link your Steam account to Challengermode.
If you're not certain about the process of making your Steam profile Public, please follow the steps in this article.