@Gakki
AFAIK... You can't.
There is option to "Add a Non-Steam Game..." on the lower left corner, it however does not add .cmd file to your library since it's command line not executable program (.exe).

The command line it'self however launch the game through the steam client in the same way as if you would launch it from your library.

Best thing you can do is to create shortcut of the command line, click "Change Icon..." in properties for the shortcut, navigate to the folder where you have Steam client installed, then to "\steam\games" sub-folders, find the correct icon for the shortcut, then place the shortcut to the same place from where you launch Steam Client from.

also thanks for this overlay fix it's a massive help

@Number Eight how can i make steam launch the bat/cmd file instead of the game exe?

I can't take much credit for this. I just took what was already made by someone else and slightly improved that to include support for Big Picture Mode.
I'm glad that you find it useful.

1) BIG thanks to Number Eight !
his method works perfect for me with this lines
@Echo off & SetLocal EnableDelayedExpansion
set "STEAM_PID="
set "PID="
"C:\Program Files (x86)\Steam\Steam.exe" steam://rungameid/8140
timeout /t 5
for /f "tokens=2" %%A in ('tasklist ^| findstr /i "steam.exe" 2^>NUL') do @Set "STEAM_PID=%%A"
for /f "tokens=2" %%B in ('tasklist ^| findstr /i "tru.exe" 2^>NUL') do @Set "PID=%%B"
if defined PID "C:\Program Files (x86)\Steam\GameOverlayUI.exe" -steampid %STEAM_PID% -pid %PID% -gameid 8140 -manuallyclearframes 0
2) lines from main guide doesnt work for me

New Text Document would be ideal since you need to place the text command line inside. :)

"create a new file and change extension" What file?

You should mention that command line need to be launched as administrator in order for "timeout" command to work and PID definition is made at the right time after the game is launched.

Also why not extending this to make the Steam Chat, Community HUB and Game Overlay in Big Picture Mode available as well?

@Echo off & SetLocal EnableDelayedExpansion
set "STEAM_PID="
set "PID="
"C:\Program Files (x86)\Steam\Steam.exe" steam://rungameid/8140
timeout /t 5
for /f "tokens=2" %%A in ('tasklist ^| findstr /i "steam.exe" 2^>NUL') do @Set "STEAM_PID=%%A"
for /f "tokens=2" %%B in ('tasklist ^| findstr /i "tru.exe" 2^>NUL') do @Set "PID=%%B"
if defined PID "C:\Program Files (x86)\Steam\GameOverlayUI.exe" -steampid %STEAM_PID% -pid %PID% -gameid 8140 -manuallyclearframes 0

Nonetheless, thanks for the guide. It was good foundation for learning few things about the those commands.
To be honest though, while it does works for me, I'm not 100% sure I have everything correct in there.

Thanks. This worked!

For those who wants this clean, do it like this:

Create .bat / .cmd file:
-Make a folder
-Make a normal notepad file
-Push the arrow down in the folder to access "display"
-Find "filtypes" and cross it (can remove it after making the file)
-Rename your file as .bat/.cmd and it will change icon to cog icon.
-Paste what you see on this page

Finishing touch:
-Move the file into steamapps -> Tomb Raider Underworld folder
-Make a shortcut for your .bat/.cmd file
-Put icon on desktop
-Properties -> Change icon -> "tru" (in TR - UW folder)

Congratulations! Your Tomb Raider Underworld game will work properly with Steam Overlay, and the icon itself looks just like the exe file.

Thanks!