Steam has an 'Add to library' feature for Windows executables that allows you to add other programs to your Steam library, and then make use of the Steam overlay. The easiest solution for non-Steam games is to actually bring Steam back into the picture.
But the good news is that it's now natively recognized in Windows, which helps speed things up. If you aren't playing games via Steam, using a Switch Pro controller is still an option but it requires a little extra work, particularly for a Bluetooth connection.
Using Steam is the really easy way to get this controller working.
