From the Five Nights at Freddy's reviews section.

But I could already listen to whatever I want, you say? Not from within Steam, you couldn't:

Point Steam to the MP3s on your computer, then browse your collection of albums and artists. You'll also find your Steam Soundtracks DLC in your Steam Music library when the associated base game is installed. Listen to albums, queue up mixes, and create playlists you love, right in your Steam library. Best of all, it's all available right within the Steam Overlay, so you can control playback without leaving your game. The Steam Music library and player consist of all the basics you need to enjoy your music without switching tasks.

In celebration of this new feature, Valve is giving away the soundtracks to the Half-Life and Portal series' to those who own the games, in case you want some other games to be a triumph.