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Right now there does not seem to be an "intended" way to add a file path to a game that you bought on GOG (or any other service) at some point. On the overview page of the game all you get is Install or Play. This is pretty annoying if you use source ports of classic games, like BloodGDX or eDuke32 or one of the many, many Doom ports.

However, there seems to be an oversight that works to our advantage (so please don't "fix"): you can add a game to your library and give a file path from the search menu, even if you own it on GOG. Move the cursor with the arrow keys if your game isn't the first result.

If this seems obvious to everybody else, it certainly wasn't to me at first.