In SteamOS go to Settings / Intefrace and check "Enable access to the Linux desktop" option.
Click on Exit, choose "Return to Desktop".
Open terminal and set password so sudo can work:
passwd
Add Debian packages into repositories. Edit /etc/apt/sources.list, and at the bottom add:
deb http://ftp.us.debian.org/debian stable main contrib non-free
deb-src http://ftp.us.debian.org/debian stable main contrib non-free
Run:
sudo apt-get update
sudo apt-get -f install
Installing CA certificates (needed for SSL):
sudo apt-get install ca-certificates
After this point SteamOS will behave more-or-less like regular Debian distro (apt-get whatever).
Installing Steam Runtime SDK:
wget http://media.steampowered.com/client/runtime/steam-runtime-sdk_latest.tar.xz
tar xf steam-runtime-sdk_latest.tar.xz
cd steam-runtime-sdk_2013-09-05
./setup.sh
Run shell from Steam Runtime SDK:
./shell-amd64