Unable to Add Non-Steam Game to Library
Solution 1:
Locate the .exe of your game, right click it, Send To -> Desktop Shortcut and add that one to Steam.
Also, BC:R requires adminstrator privildeges to run (this screenshot of yours suggests this), so you may have to run Steam as admin.
(I don't know if Steam respects a shortcut that is set to run as admin or whether this can be set somehow)