Tl:DR of this thread
in order for automatically adding to steam to work out,while that setting is checked ofc
Install the game from gog/epic games/amazon
close the steam(From task manager)
Wait for 2 minutes
open back?
In order to add it Manually
Close the steam(From Task manager too)
Library,click on a game
Setting at top right,Add to Steam
Thank you for Flavio,Allora and Linguin for helping it!