(If you do get confused just reply and I will be happy to answer back, don't try to do something that you are unsure on) Just follow the guide and it should work.

Step 1: Go to the games Library List, once the list apears go down to "Nekopara 2" and right click on it. A list should appear and at the bottom it should say Properties click on this.

Step 2: A menu should appear, select the Tab at the top that says "Local Files". Once this has been selected more options will appear make sure that you select "BROWSE LOCAL FILES"

Step 3: A folder should appear that contains Nekopara 2 files. Look for a file in the list called "single" and rename it to "OST".

Step 4: Look in Steam Music Player and now it should appear. The next steps will make the album show up properly (With the correct name, with an image, the artist etc.)
Step 5: Go into the "OST" ("single") folder, now add a new folder here and call it "Team-OZ" since these were the people who composed the music (I think they composed it?).
This is a screen print showing where the new folder must be created
This is a screen print showing the "Team-OZ" folder I created

Step 6: Highlight all files in the "OST" folder and drag them into the new created folder "Team-OZ"
This screen print shows all the files are now inside the "Team-OZ" folder
Looking at the search directory at the top of the screenprint it shows the files in the "Team-OZ" folder

Step 7: We now change/rename the folder "flac" this is a folder holding the music in the flac file format (Steam reads this file instead of the WAV's for some reason). Change the name to "Nekopara 2".

Step 8: This should be the last step. In the "Team-OZ" folder there should be a "jpg" file (Jpeg) with the name "j_4_0104.jpg". All you want to do is "COPY" the file and paste it into the renamed Nekopara 2 (flac folder) file.
The screen print shows the file that needs to be copied and pasted (Highlighted Blue)
This Screenprint shows the folder that the image was copied and pasted into.

This is the finished result if followed correctly

I hope this helped if not, sorry I did my best :)
If you mess up the "single"/"OST" folder then just manually delete it and then re-download it again but if you follow the guide this should not be a problem.