I should have done this from the beginning. How do I install games I bought from GOG straight into my computer so I don't need to launch them through GOG?

Please consider that I'm not very PC savvy 😔 I just use it to play games, and since learning about GoG and being suspicious about all the data Steam uses up while playing games through that, I jumped ship. But now I feel like I'm launching them from GoG similar to how I was with Steam (though without all the background sussiness) So how do I install the game straight to my comp. That way I just fire it up from the shortcut. I don't need an internet connection or need to update GoG to play a single player game..

Is it even a thing, that which I ask, dear resditorial contributors ?