1. Go to desktop mode
2. Open Steam and go to Games -> Add Non-Steam Game to library
3. Browse to the game folder and pick Game.exe
4. Go to the entry in steam and to properties
5. On the compatibility tab check the "force the use of a specific steam play comparability tool" box
After that you can launch it from game mode and it works well. Can also setup banners and images to make it look like a normal steam game