There is no option to use Steam for logon on Stackoverflow and logging in with StackExchange Account does not work apparently, because I never created one with this account.
You can manually enter the Steam OpenID URL (
http://steamcommunity.com/openid) by clicking "Show more login options..." and then putting that URL into the box. Then you should be able to log in with Steam normally, and the accounts will be associated automatically.
Alternatively, you can associate another OpenID account with your account on this site by going to your user page and clicking "my logins" at the top. Then you should be able to click "add more logins..." to associate another account with this one. Then you can use that account to log in to stackoverflow.