

Steam notifies for third party DRM, but not for the games that do/don’t use Steamworks DRM. There are games on Steam that are completely DRM free and will launch from the exe file without Steam running at all, but there’s no way to tell if Game X is one of those other than word of mouth.
Well, you have to buy the game to try launching it without Steam. Or ask someone who did, of course. It’d be nice to know before buying.
Do note that the default shortcuts Steam uses are Steam dependent - they’re “steam://” addresses that tell Steam to load the game, not shortcuts to the game’s raw executable.