Exactly, I mean you can even add Non-Steam games to Steam. Yes, you don't get achievements that way and there's no support for workshop or big picture or the community plug-in, but you can launch the game from the steam library.

On another note, can Steam, even for a small payment of 2 dollars, add those functions for games not bought in the Steam store, but that could have been bought through Steam? I really want to have TW3 with achievements, but don't want to buy it again.