No just directly in Steam. You can just add a non steam game to your library and select the .exe file you want, and steam will create a c drive environment for each non steam game you add.
In some cases you might have to change which exe file it runs, if you initially run a setup.exe which creates the real exe file you'd want to launch inside the c drive environment folder
In some cases you might have to change which exe file it runs, if you initially run a setup.exe which creates the real exe file you'd want to launch inside the c drive environment folder