How to install and play a retail game when Steam is required to play?
If the game came with a CD key, then instead of using "Add a Non-Steam Game", select the "Activate a Product on Steam" option. Enter the CD key when prompted, and one of a few outcomes will happen:
- The game will successfully add, meaning it is a valid CD key that's not been used before
- Steam will complain that it's not a valid CD key, which means it's not designed to be used with Steam
- Steam will complain that it's a valid key, but has already been used and is no longer redeemable. (Which means you got scammed on eBay)
If it doesn't have a CD key at all, then it's likely not a steam game, although the error message you mentioned would make me think it is a Steam version.
If the game isn't valid on Steam for whatever reason, it seems your only recourse would be to contact the seller for either a valid key, or a refund.
It sounds like you bought unpacked files for the game, without a key. Unfortunately, this is likely a scam. Additionally, trying to move extracted files and then play the game on a new system frequently results in issues (in my experience, at least). I'm hoping this isn't the case! Try and ask the seller for a CD key or Steam key. If they refuse to provide one, it's likely sham-town
You'll have to buy the game from Steam or a retailer. If you want to play a Steam version of a game, you will have to activate the game on your account. The files themselves won't run the game in many cases due to requiring the Steam client to be running.
Keep in mind that if the person already activated the key and just sent you the files, it won't work, and you will need a new key that hasn't been activated before.