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You need to know the APP_ID, e.g. find it in the Steam store URL.
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You need to own the game on your account.
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This downloads Windows version of the game, which is handy to play games with no MacOS/Linux native support on source ports (e.g. vkquake, gzdoom, raze). You can change
+@sSteamCmdForcePlatformType
tolinux
ormacos
if you like -
Install steamcmd (MacOS):
brew install --cask steamcmd