Civ 5 dock icon?

Steam games need to be opened in Steam, and I guess that's just how certain things are. But it would be nice to have a separate icon for each game in the dock, even if they all just opened Steam. How did you get a Civilization 5 icon into the dock? Sometime back I got a Portal 2 icon in the dock, and now can't remember how, and can't figure out how to do the same with Civ. Thanks.

Edit: I think I got it now.
 
Paulw, you dont need to use steam to open any steam-game. You can put all your games as a shortcut on your desktop and it will open steam automaticaly without going trought the main Steam lobby, and thus going strait trough the game.
 
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