Drag the game from your Start Menu to a folder. For arguments sake, we'll say folder C:\Games. It's best if the folder and file doesn't have any spaces. We'll also rename the shortcut "RotTR"
In C:\Games, create a notepad document that says
. Save this file, and rename it from "Rise of the Tomb Raider.txt" to "Rise of the Tomb Raider.bat"
Download
bat to exe, drag the .bat file in to it, and it creates "Rise of the Tomb Raider.exe"
Add a non-Steam game in Steam, point it to that .exe, job done. However, you won't get a Steam overlay or anything like that - it's just for people who want to keep all their games "in" Steam so they don't forget or whatever.