If you received Duke's Big Package, follow these directions to activate it:
PC: Open your Steam library and select "Add a Game -> Activate a Product on Steam" then enter the Big Package key.
Xbox 360: Press the Guide button on your controller (the one with the Xbox logo), select Marketplace, and then Redeem Code. Enter your Big Package key.
PS3: Go to "PlayStation Network" on the XMB, then "Account Management" then "Redeem Codes".