Update: I just tried to play TYW again.
The first thing that happened was that I got the same message from Steam again:
“Thirty Years War CD key
This is your activation key for Thirty Years War. You will need to enter this key after the application has launched. Write the key down or press the Copy to clipboard button now.”
I pressed the copy to clipboard button and then pressed the Play button. The Thirty Years War game panel appeared and I pressed ‘Play Game.’ The game loaded as before.
There was another message from Steam as before:
“This game requires a special product key shown below. When the game asks for it type it in as shown here”
I closed the Steam message using Shift+Tab.
I then chose ‘New Game.’ I found that I could load the scenarios this time. So I went through the tutorials. The game (Steam) did not ask for the ‘special product key’ that I had copied to my clipboard. When is it supposed to ask for it?
I bought TYW as part of a bundle with six other Ageod games. None of the other games had ‘special product keys.’