If you open steam and go to your library it should show you the games that you own.:
Games that you own that aren't installed are shown in grey; opposed to the white for installed games:
If Omsi is shown as being uninstalled right click on it and select "Install Game..."
It will then pop up a dialogue box asking about the details of the install (location, shortcuts, etc.) , choose your preferences then click next:
It should then install. If not I've wasted my time trying to explain this and I've done it wrong.