What steps do you go through to get your game known? Do you wait until the game finished? Do you advertise while game is in productions? Now since social media is a big thing, it's easier to get your product out. What did you do?

If it's your first game, definitely don't wait until it's finished. I would say it's safe to start marketing 6-12 months before projected release.

Try to build up a community of people who would for an example like to beta test your game and are passionate about the genre.

I mostly use Twitter. Posting animations and videos typically get good response. Try to make your posts personal and not sound like advertisements. Don't beg, don't post obvious "what do you think" baits. Just be cool. An indiedev who shares their work. If you can somehow initiate or provoke conversation, that's good. It's just that I see so many people doing this, they post a youtube video about whatever and then at the end they say "so what do you think about this topic?" It's too blatant. Everyone sees that you don't care about their opinion and just want to get more comments. 

I've also had some success with Facebook ads, but there you gotta test your content a ton before you start spending big dollars. It's also a good idea to have some type of call to action like subscribing to an email list or wishlisting the game or something. Just spreading the word helps, but it alone doesn't get people to buy your game. You gotta remind them a lot.

Marketing is all about helping the customer. If you know they would love your game, then you gotta help them to see that. You gotta prevent them from making the mistake of not buying something they would actually enjoy. So, tell them why they'd love it.

Also, try to find tastemakers like journalists etc. and become somebody they like to chat with. That's like grassroots marketing. Get personal. Talk about interesting stuff. Show them why you are someone who knows what they're talking about. And when you mention that you've got a game coming up, they'll be genuinely interested. And when they write an RPS article or something, that can help a ton.

Dawan, now that your question is in the Business forum, you should look for other threads in which people asked the same question. Lots of great marketing answers in the Business forum. Don't limit your reading to the first page of threads.

Have you seen Pixel Prospector's Marketing Guide for Game Developers?

I'm an indie developer. I'm still learning how to do everything myself but, I've also gained a lot of attention over the past year. What helps is creating social media pages, either for you or for your game itself. This helps a lot because, a lot of people use social media. The idea is to build an audience up until the release of your game, that way when you do release your game, a minimum of 10% of your audience will buy your game. My approach is about how to get attention to my game without spending money because, truth be told there's a lot you can do without spending a dime first. However, if you do spend money, then using social media pages will help a lot because those are platforms that are created for people to push their products. I'm also not sure if you are AAA or an Indie Developer. Here's a video that helped me a lot. Hopefully, it'll help you as well.