How to remove all non-steam games from games library

I believe that simply deleting the shortcuts file, which is <steam installation dir>/config/shortcuts.vdf, should do it, but I haven't tried it myself so I suggest backing it up first. I don't believe it should do any harm in any case.

Another surefire way is to remove Steam and re-install it, but even if you back up all the game data locally first and then reload it, the whole process will take longer than just removing all the links one by one.

you can choose all the non-steam games by using CTRL and clicking. makes it shorter.