You can't do it via the Steam App, need to do it on their website.
Remote Downloads are enabled from any web browser when you leave the Steam application running on your PC or Mac. Of course, we only recommend you do this on your own private, secured computer.
When you’re logged into Steam on your home PC or Mac, you can manage your library by visiting your Games list on the web.
- Log into your Steam account online from your computer or mobile device at www.steampowered.com
- Visit your Games list by clicking on your Steam persona at the top of the page, and then clicking Games in the secondary navigation bar. Please filter for All Games. If you’re logged into the Steam client, the games list will reflect the installation state of your library on that machine.
- Locate your game and tap the install button to initiate your remote download.
You may choose to refresh this page to check the current status of your installation. When you return to your active client session, your game will be ready to play!