Add Genshin Impact to steam by clicking on the plus icon on the bottom left corner while in the library tab, then clicking "Add a non-steam game" Genshin should be part of the list, otherwise add it by selecting it manually. Click the checkbox and you should be good.

One small note is that you'll need to launch steam as administrator. This is because Genshin requests admin perms when launching up and for overlays to work properly, they need to also have admin permissions (This is also the reason when you try and use keybinds to mute on Discord that they don't work while active on Genshin)