Action Details
Requirements and how-to articles for Steam's action:

You can formally link related games by defining and setting a franchise for each game, movie, software, or VR experience, and then linking each to a franchise homepage.

You need this to get it done:

Set Franchise For Each Product
In the ‘edit store page’ section for any of your games, you'll need to specify the franchise name you want to use and then switch to the 'publish' tab and publish your store page changes. (Note: You only need to do this for base games; any DLC will automatically inherit franchise name from its parent game.)
Create Group
You'll first need to be an owner or officer in a group that you wish to serve as the foundation for your franchise homepage.
Link Games to Page
Then you can use the homepage linking interface to link your franchise name to your community group to create a homepage.
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How-To Articles
A list of useful links for you:

Steamworks Documentation - Franchise Pages
Information about franchise pages and how to set them up.
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