The GameMaker: Marketplace permits you to link your Steam GameMaker: Studio account with the Marketplace if you have bought GMS through them rather than YoYo Games. To do this, you first need to create a new Marketplace account by clicking the "register here" button from the following link: https://marketplace.yoyogames.com/login
This will then take you to the registration form which needs to be filled in with your personal details for using the Marketplace.
When registering for a new account, you will see that there is a section for adding your GameMaker: Studio licence, but as a Steam user you will not have this. instead you should click the button (highlighted in the image below) to link your Steam account with the GameMaker: Marketplace instead:
Clicking this button will open a new window where you may be required to log into your Steam account, and then authorise it to be used and linked to your Marketplace account. When you have done that, the registration form will then show the name of the Steam account that has been linked and you can continue to finish the registration as normal.
Updating An Existing Account
If you have already created your GameMaker: Marketplace account, you can still link it to your Steam account from the My Profile section of the Marketplace web pages. To do this, log in to the Marketplace then go to the My Profile section and click the Edit My Details tab. this will show you the following screen where there should be a button for linking to Steam (highlighted):
As with when you register, you need to click this button, log in to Steam and then give permission to link your account to the GameMaker: Marketplace. Once this has been done, your GameMaker: Studio account will have been linked and you can start to buy and sell assets.