in the upper left hand corner of the steam gui
there is a little line that reads - steam view friends games help - all in gray letters
this is in regular mode not the big picture mode
if you click the word steam on this line there should be a “go offline” option second from the top, this will take steam off line, it will shut steam down and restart it in offline mode. you can then launch conan from the desk top,
if you don’t have a desktop Icon, you can add one by right clicking the game in the library choosing “manage” then clicking “add desktop shortcut”
so you are saying you don’t have that option? what version of steam are you running?
I have seen some of the deployed US Service Men and Women use this method to play conan on Ships where a Connection is not always possible.