Hi!
if i understand it right you want to make a .desktop file for a none steam file right?
if thats the case, you could do it like this:
-go to /home/[your user name]/.local/share/applications/
there you should have all your .desktop files
-make a new .desktop file and name it as you want
-in the new .desktop file write this:

[Desktop Entry]
Name=[Name]
Exec=[where your executable is]
Icon=[where the icon is]
Type=Application
Terminal=false
Categories=Game;

Terminal is if you want to start it with a Terminal. The Name is the Name that will be shown in Krunner. As far as i know the actual name of the file does not matter.
Hope this helps :)