While you can launch games not purchased from Steam in its desktop app, games from the Microsoft Store or PC Game Pass need a little help to work.

How to add Windows games and apps to your Steam library When it comes to applications and games downloaded from the Microsoft Store or Xbox Game Pass titles, things get a little more complicated ...

Though Steam does allow players to add games into its library that it does not host, this is not the case for the sandbox since Microsoft apps aren't visible on it.