I hate this, above Steam client is slow as hell (GOG isn't much better). But you can hack it in most games to start the game clicking in the Icon.
Look at the properties of the games in the folder, there is usually a game launcher, it is this one whose icon appears when this game is installed, it is this one that launches Steam (or GOG), but apart from that there is usually the original executable (look also in the subfolders, mostly in bin) which directly launches the game without Steam or GOG.
Maybe, but anyway I use it only to install the Game, but not to play it. All this shit when launching a game, with all the Steam loads makes me sick, plus it stays resident after finishing the game, having to close it separately, uselessly spending RAM on my poor Laptop which is not very bulky in this sense either.