If you do not receive the email message from Steam Support and you are running a Spam filter, check and make sure the message has not been filtered as spam.
Please try adding "support@steampowered.com" and "noreply@steampowered.com" to your contacts or trusted senders list within your email client and attempt to re-verify your email address.
If you are still unable to receive the verification email, you will need to contact Steam Support.