I click install, and the normal dialog show up informing me that Hotline Miami is downloading, but it never starts to download. It allows me to try running the game, and complains about a missing executable.
The game is still in beta on Steam, you can download it from your library:
Right click on the game title, Properties -> Betas tabs.
Type in access code:
Then, pick the beta branch from the drop down menu, hit close and the game starts to download.