With Bottles you can run many games, which don´t run directly through Steam. As follows you can create a custom Steam game and start a game directly from Bottles.
Create a new custom Steam game and search for „Bottles“ and add it. Than open the settings of the custom Steam game and change the start options to this:
flatpak run com.usebottles.bottles -b caffe-7.9 -e "/run/media/mmcblk0p1/Chernobylite EE/ChernobylGame.exe"
With -b you can set the name of the Bottle, in my case „caffe-7.9“.
-e „/run/media/mmcblk0p1/Chernobylite EE/ChernobylGame.exe“
With -e you can set the path to the exe of your game, in my case to the exe „ChernobylGamne.exe“
Another option is to create a text file and copy the lunch command in it (flatpak run com.usebottles.bottles -b caffe-7.9 -e „/run/media/mmcblk0p1/Chernobylite EE/ChernobylGame.exe“), make it executable and add this file as custom Steam game.