After hitting INSTALL on the splash screen....It asks me to enter a code and press "Check Code"....then use the drop down list to choose closed beta.
What drop down box?
EDIT: Nevermind. I am dumb. I had to choose closedbeta in the drop down in steam before entering the code. I also had to restart steam for the drop down to work.
Don't feel bad. After years of developing on Steam, I *still* enter beta codes, hit "enter"( instead of the "check code" box) and then start yelling about why a particular branch isn't available in the dropdown