So I already read this question where they answer a similar question:
Where are the categories in my Steam library saved? Can I recover them if Steam forgets them?
I took a look at that file and it certainly saves the categories for each of my steam games, but I couldn't find any of my non-steam games on that file. I would like to know where are they saved so I can backup them or play with the feature.
Best Answer
The categories for non-Steam games are saved in the same file as their shortcuts: