It's not clear to me if the game has worked before for you, but not now? Or has it never worked for you?
Start by using the Steam client option to verify Game Cache Files, run that until it finds nothing to fix. Then manually delete settings.txt, which is in your MyDocuments CK2 folder, and right-click on both ck2.exe and ck2game.exe and set them to run as the Admin user, and to disable desktop composition. These files are under your Steam CK2 folder.
Now run up the game and see how it goes.