First revealed earlier in the year, Valve today released Steam Music Player for all users of its desktop client.
https://kotaku.com/music-is-coming-to-steam-1515352585
All you need to do is point the client towards your music collection and you’re off. Turn it on and you’ll get a little floating media player (which can be activated and controlled in-game), which is able to play albums, mixes and playlists.
It’s not a huge deal for a lot of games, considering the original score is so important to their pace and tone, but for long-running games with lots of downtime (like Civilization) it’s a god-send.
Oh, and if you’re stuck for something to listen to, we’ve got you covered
Steam Music Player [Valve]