I know your exact problem. Non-steam will use Windows Live to save your game. If your progress in the game is not saved and you do not want to play online, you will need to create local Windows Live profile. When the game asks you to sign in or log in, scroll down and there will be an option to create a local profile if you don't already have one. This will take care of the save problem.
Your original problem: Are you able to even start the game? Or does the game start and then crash? Or does the game start with low FPS?