Ive tried VGEE in the past, and had it break things more than its fixed.
It may take a bit to get the hang of, but doing this all manually is really the easiest, and best method.
Games Explorer Folder - Add Games To Games Explorer Folder - Add Games to (Steam)
These will help you add all your games to the Game Explorer.
If your game isnt listed there, you can always use anything (Such as HalfLife), and edit it the info to match the game you added in the registry.
For the box art itself, download a picture of what you want.\
Use a Photo editing software like Photoshop, GIMP, or PAINT.NET and crop/resize to either 500x500 or 250x250.
The browse to the hidden folder
C:\Users\ [UserName] \ AppData \ Local \ Microsoft \ Windows \ GameExplorer \
GameBoxArt
Look for the cover art the game Explorer downloaded, and copy its name, and rename the Boxart you made the same.
Replace original.