Hi there,
If you bought Odyssey in Steam, you should see it in the launcher itself. It sounds like you may not have linked your account appropriately to Steam! If you follow the guide on how to do so here:
(It's inside the creating Frontier Steam account)
And you should be set. If you're still having issues, please hit the "submit a response" button at the bottom, and send us a ticket so we can help directly! :)
- CMDR Zenit