1. Click on your Steam name, this can be located at the top right of the Steam client.
2. When you click the account name, select the option for Account Details.
3. You should now see your Account Details page, Click View purchase history.
4. On this page you should see details of the purchases you have made with your Steam account.
5. Finally, click on the name of the Item to display the proof of purchase.
We have an FAQ of how to create a screenshot of your Steam proof of purchase, this can be accessed from this link.