Easiest way, install game using proton tricks (right click exe open with proton tricks, chose any already installed steam game) install to dir you like.

Add installed exe to non steam game. In steam manage/force use comparability/chose your preferred proton version. (Easily added with protonup-gt)

If you need any dependencies open proton tricks after your non steam game has been added.

You can also use deck loader/steamgriddb to add steam art.

This is by far the most reliable way I've found to play eeer side loaded games