At the moment, binding Gaijin account to Steam is possible if the following two conditions are met:
1. You purchased the Early Access pack on Steam;
2. You have never logged into the game via Steam.
In order to link accounts, run the game through Steam and enter the username and password for your Gaijin account in the window on the left side of the screen.
Click "Login". You will be prompted to link your accounts together.
If you click the "Sign in with Steam ID" button, then in the future you will not be able to link your accounts, though you will be able to bind your Steam game account to an email address of choice (article).