Steam Keylogger or Hack

hi,
I've noticed about some guys posting .scr file on cs go lounge which will automaticily download with icon of some screen, then after run it will shut down your computer and transfer (or steal) all of your CS GO items to another account. I don't how it works, if it's transfer it automaticily or if it just hack ur account and then you transfer that items manualy. Can you explain me how this things work?