One of the harshest things that Steam does is deny you access to games you've purchased unless they've been purchased through the Steam ecosystem. There are some retroactive keys granted by awesome indie developers, but if you buy The Elder Scrolls Online somewhere else then you aren't given a Steam Key, but instead an serial key used to unlock the game through Bethseda. Yet, if I go to somewhere and buy let's say Cities: Skyline, I will get a Steam key and use it through Steam. 

Yet, here's the problem - now that TESO has gone free-to-play, there is a huge issue with fans coming back feeling upset that they can't get it on Steam as well. This is a similar issue with games like The Secret World, that still require a purchase in order to play. Well fear not, there is a way to get a non-Steam game into Steam without having to purchase it. The steps, surprisingly, are really simple. 

First things first, you're going to need to know how to find and manipulate files on your computer. If you can move around my computer, then you're doing great. Next, you're going to want to find the game you're going to want to add on your hard drive somewhere. This isn't specifically necessary, but it can be a huge help. 

Now, go to "Games" and then "Add a non-Steam game," at which point you'll get a pop-up with a list of games it has found. You can choose the game from this list, otherwise click "Browse..." and locate the executable for your game (the .exe file or the file that has the game logo and starts your game). Now, make sure it's selected, then click "Add selected programs." 

Now, it's added to Steam! You can find it in your game list, if it wasn't auto-detected you might have a weird name. Right click the game, choose "properties," and you can rename the game there. 

Your biggest question is, what about the Steam Overlay? Well, for most game developers, they don't mind the Steam Overlay. Blizzard has given the thumbs up on the Overlay for WoW, although depending on the patch and the way you launch the game, you might have to do some googling to find options to make an overlay work with your game. 

Games with launchers may also not get the overlay as well. Like, for instance, if you add the Blizzard launcher instead of "WoW.exe" then it may or may not work. Users have indicated that games like Battlefield 3 have at some points actually worked, although you have to add Origin as the game. 

There are only a few caveats to this system - the first being that your friends will know it's a non-Steam game. Second is the overlay as mentioned. Lastly, there is no additional features available other than your ability to launch the game, possibly get the steam overlay, and be able to show your friends that you're in a game (although you can name the game anything, so that's a trolly trick right there, say if you want to put Half-Life 3...) 

That's all there is to it! Have fun and enjoy Tamriel, Azeroth, or wherever your adventures take you.