Steam and D2D are two entirely different services. While Steam does allow non-Steam games and applications to be launched through its Library as shortcuts, and their use of the Steam in-game overlay, that does not make them "Steam games". If a non-Steam game purchased from retail or downloaded from another service doesn't explicitly have Steam support, I highly doubt it will be covered by Steam services (e.g. portable installation, retroactive multiplatform support). From what I understand, D2D games are more-or-less stand-alone, and any product purchased through that service will be managed by D2D and subject to D2D's terms of business.
So yes, Library > Games > Add Non-Steam Game if you want them all in one neat list. If the D2D games don't have some kind of launcher/service wrapper like Steam games do, you should be fine to run them from the Steam Library.