Where in the Steam client is the function of refund request?
The Steam client doesn't provide a way to request a Steam refund. You will have to log-in on the Help page with your username and then request a refund. Notice that refunds are available only for some titles and only for a limited period of time.
To begin, use the following URL as a guidance, then log-in with your username and password and follow the presented procedure: https://support.steampowered.com/kb_article.php?ref=6695-QIKM-7966&l=English