Unseelie_Sluagh: Insanity's Blade is an indie game that is not online and has been said to be DRM free by the developer. That is why I was asking is if it could be run as without the Steam client.
shane-o: There are many game available on steam that do not require the client to be running to play them (the folder can be copied out to another drive and it will still work.
I guess we all learn something everyday, since i didn't know about that D: !!
In fact, i tryed once to play some of my Steam games offline and all did ask for the client. After checked the wikia
shane-o linked, it turns out that some workarounds have to be done into the game folder (erase steam_api.dll, run .exe via command prompt, etc) in order to make it run without the client. It will be handy to create a WindowsBatch file that auto arrange this modifications whenever we want to play offline.
Still, GOG products does not need any of those workarounds! Point for GOG :D
Thanks for the info and good luck with your game!