In order to properly test your application on steam, you should understand how Steam delivers files to the user.
Before getting started you should be familiar with all of the concepts outlined in the Applications
Dev Comp Packages
As a Steamworks developer, you have a special types of packages attached to your publisher group. This package is called a Dev Comp Package, and it controls what App IDs and Depot IDs your developer accounts will own automatically when logging into Steam. Just because you have added a new depot to your application or to your build, doesn't mean you can test it. You need to ensure that new DepotID is listed in your Dev Comp Package or the package you are using to test your game. You can see the contents of your Dev Comp packages by selecting the application from your Steamworks home page, selecting the Associated Packages and DLC link and then selecting the package you wish to view edit the contents of.
If you are having trouble getting your files to download in Steam, launch "Steam.exe -dev", go to the Console Tab, and enter the command
where 999999 is your AppID you are trying to test. This will display the package ID that is being used to determine what content you own for that AppID and it should display the DepotIDs in that package as well. If you are missing DepotIDs, you will need to edit the package to include them. For more information on editing packages, please see Packages
Enabling Internal Testers
You will obviously need to test your application yourself before release and you may have other employees that you wish to grant access to help test. The best way to enable these employees to test is by adding them to your Steamworks account. By default, the first user created in a Steamworks account is granted administrative permissions and access to the default application being worked on. That user can then add more users to help develop and test the application. You can read more about adding new users in Managing Your Steamworks Account
Additionally, you can request keys for a package that will grant immediate access to your application. To learn more about the different types of packages and requesting keys, please see Packages
Enabling External Testers
During the course of your development, you may want to test your application with contractors outside of your company, community beta testers, crowd-funding backers, or other external users that are not directly a part of your company. The best way to enable these testers is through use of Steam Keys.
As soon as you have a build of your game up on Steam, you can request keys that will override the release state of your application and unlock for whoever redeems those keys. These packages are usually named "Beta" or similar and appear highlighted in yellow in your list of packages you can request keys for. To learn more about the different types of packages, please see Packages
Note that users who activate your application with a beta key will not be able to buy the same application in the Steam Store. For information on requesting Steam Keys, please read the Steam Keys
As you develop your game, you can create one or more test branches and password protect them if you wish different users to have access to different builds of your application. Those users would then opt into the appropriate branch through the Properties dialogue, entering the password if necessary. See: Branches (Betas)
Testing a DLC is very similar to testing a game. The DLC has an AppID, and that AppID needs to be in a Dev Comp package that you own (or acquired with a Key) in order to test. Some DLCs contain content and others are just used as a license check by the game to determine features to unlock. You can toggle the ownership (license) on and off using the Steam Console (launch Steam.exe -console), and then using the command